The below graph takes the same data and takes the average position change per provider and compares this ratio. From here, we can see that an average SHIB-WETH LP has made under 4 position changes vs USDC-WETH only making about 2 changes. WETH-TRU is another pool where LPs are making about 3 position changes. WETH-TRU and SHIB-WETH are smaller pools with fewer LPs. However, LPs in these pools, on average, are more active than LPs in the top pools.

The next graph shows the same information as the last with a microscope on the pools with over 100 distinct providers. From here, we can see a clearly that USDC-WETH has WETH-USDT and UNI-WETH each have over 2000 position changes whereas DAI pools have under 1000 position changes.

The following graph was created using the uniswapv3.position_collected_fees, showing the position changes and number of liquidity providers where there wer more than 100 liquidity providers in the pool. From this graph, we can see that the most position changes occur in USDC-WETH, WBTC-WETH, USDC-USDT, DAI-WETH and SHIB-WETH.