volume is important
so, i think its better if you trade in an exchange with huge trading volume
because less volume exchange is very risky to trade in
Even myself wont really bother out to use up low volume exchange.I would rather expect the issues might faced on high volume exchange compared on having a pending order into a low volume ones.
Most traders especially to those who had experiences would really always select into high volume exchange and wont bother to use up those non so popular competitors.