I'm having trouble discerning the difference between weighted and unweighted prices that I'm seeing around. A lot of analytics sites say they show the weighted prices, but I'm not precisely sure what that means. Can somebody describe the difference for me? From my current understanding, I can execute a trade at the non-weighted price but the weighted price is what will effectively be used once the order books are all processed. Is that totally wrong? Thanks a lot for the clarification.