UNI / AAVE (inverted) Show AAVE/UNI
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Methodology
Prices derive from Uniswap V3 Swap events: sqrtPriceX96 converted to a decimals-adjusted token0/token1 price. The series is shown inverted (reciprocal); highs and lows swap accordingly. Bars are hourly; weekly bars aggregate the daily series. Nothing is interpolated. Comparison pools may use different methodologies. How prices are computed.