You will need to give seller incentive to sell. Sending money to exchange cost money. And dealing with bank and government scrutiny isn't pleasant. And there are also risk of getting scammed by buyer everyday and risk of exchange running away with money. All these translate into premium and "profit" sellers have to take.
In any case, if you decide to pay a little extra for having convenient and letting someone else bear the risk I mention:
https://localbitcoins.com/accounts/profile/arbitrage001/I do give discount at higher volume and not using escrow (1% discount, as these are the fee charge to me).