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A currency conversation formula for example:

=GOOGLEFINANCE("CURRENCY:"&C$2, "price", A3,)

Will display the closing price by default under "price". There is no option for the Average price. Hence going on to https://www1.oanda.com/currency/converter/ will return a different currency conversion than Google Sheets.

Is there a way to get Oanda's average price rather than using the closing price?

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It depends... If you pay $400+/month you can use their API to get exactly what you need. Otherwise, it's not possible, because as you can see upon disabling JavaScript the required fields are empty. The reason is that Google Sheets can't import stuff that is under JS control. This can be simply checked by disabling JS for a given site like:

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Your next best option is to find some other source website.

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