Ollie has been shown to use over 30 different types of arrows.
Green Arrow is an archer who invents trick arrows with various special functions, such as glue arrows, net, explosive, time bomb, grappling, fire extinguishing, flash and tear gas arrows, as well as cryonic, boxing-glove arrows, and even a kryptonite arrow.
So using explosive arrows he can take down machines, planes robots, over the top enemies.
He can immobilise enemies with glue and net arrow.
He can set a warehouse on fire.
At once, his explosive arrows can kill a large number of mobs.
A gun can only shoot a pathetic 1 enemy at one time and can't even do anything else other than injure or kill.