That is a natural state of AMMs, the price follows pool ratios, as the liquidity deepens the less it will deviate from market prices. This also opens opportunities for arbitrage. If one side is underpriced you can buy it, balance the pool and make profit selling it elsewhere. That is all by design.
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So why would one use the swaps if the rate is worse? I won´t use pools as there is an additional risk of impermanent loss, especially with such small volumes. I am also not an arbitrage trader, just want to swap.
That will balance out, ofc as I said with arbitrage and pool depth.