For 2,500 EUR you currently get the most ETH on Revolut X: 1.161704 ETH. The least favourable exchange (Kraken) gives you the equivalent of 19.08 EUR (0.76%) less.
Exchanges with a direct ETH/EUR market: Revolut X, OKX, Binance, Bybit EU, Crypto.com, Coinbase, Bitstamp, Kanga Global, Kraken. Elsewhere you need a currency conversion or an intermediate currency, which usually adds cost.
Revolut X wins both on trading costs alone and with deposit and withdrawal included.
Revolut X leads both for 250 EUR and for 25,000 EUR, so it also has the deepest market for this pair.
Even for 25,000 EUR, splitting the order across exchanges brings no benefit, so one exchange is enough.
EUR deposits: SEPA (Binance, Kraken, Coinbase, Bitstamp, Bybit EU, OKX, Bitvavo, Crypto.com); Card (Binance, Coinbase, Bitstamp, Bybit EU, Bitvavo); P2P (Kanga Global); Revolut account (Revolut X).