Well, what's the point of having different exchanges if you're expecting same price for these pairs on all of them? What will be the worth of these exchanges without any competition between them? A competition where some may get less BTC for less price as the exchange may give it under any promotion and a competition where people can stake their btc on some exchange which asks you to buy the BTC from them directly and stake it to get better rate of interest than others. Exchanges work with the same policy of giving their users the ability to decide the price, it's the users who choose its price. Now, tell me one thing, your thinking is different than mine and even if it could be the same, there will be a thin line remaining. So that thin line worth of difference is enough to make you buy a few dollars higher/lower than my price which is why you see some difference in the price everywhere.
And it depends on the liquidity of the exchange. It varies from one exchange to another. Like for example in binance, the volume is pretty huge that the gap between sell order and buy order is very very small. But if you compare it to other exchanges, the gap of buy vs sell order is quite significant. This is where you will see the difference in exchanges, the liquidity they can offer to its traders.
