Depends on various factors, including the amount of liquidity you provide. There isn't a one-size-fits-all answer to this question, as it largely depends on whether you are a market taker or a market maker. If you are a market maker, you will generally have access to the lowest fees across different exchanges. I'm a market maker on Kraken for example.
Also If you plan to move your #Bitcoin off the exchange frequently, you'll want to choose an exchange with reasonable withdrawal fees.