How Does a Low-Fee Pool Attract More Arbitrage Volume?

Arbitrageurs are seeking risk-free profit, which is calculated as the price difference minus all costs, including the pool's transaction fee. A lower fee tier reduces the cost component, lowering the profitability threshold for an arbitrage trade.

This means smaller price imbalances become profitable, leading to more frequent arbitrage activity and thus higher overall trading volume in the low-fee pool.

How Does the Cost of Transaction Fees Affect the Profitability of Delta-Neutral Hedging?
How Does the Fee Tier (E.g. 0.3% Vs 0.05%) of a Pool Affect the Net Profitability against IL?
How Does Transaction Latency Affect the Profitability of High-Frequency Spot-Futures Arbitrage?
How Do Promotional 0% Fee Periods Impact the Pool Operator’s Short-Term Profitability?
How Does the Availability of Lending/borrowing for the Spot Asset Affect the Profitability of the Carry Trade?
How Does a DEX Determine the Optimal Price Deviation Threshold for a “Push” Update?
Does a Pool’s Minimum Payout Threshold Differ Significantly between PPS and PROP?
How Does a Higher Trading Volume Impact the Profitability of a Liquidity Pool?

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