For 2,500 USDC you currently get the most ETH on OKX: 1.033986 ETH. The least favourable exchange (Kraken) gives you the equivalent of 18.64 USDC (0.75%) less.
Exchanges with a direct ETH/USDC market: OKX, Bitvavo, Binance, Bybit EU, Kanga Global, Coinbase, Bitstamp, Kraken. Elsewhere you need a currency conversion or an intermediate currency, which usually adds cost.
Counting only the trading fee and slippage, Bitvavo wins, but once deposit, conversion and withdrawal are included, OKX comes out cheapest.
For 250 USDC the best is OKX, for 25,000 USDC it is Binance. With large amounts order book depth matters more than the headline rate.
Even for 25,000 USDC, splitting the order across exchanges brings no benefit, so one exchange is enough.
You deposit USDC with a crypto transfer from another wallet or exchange; the sender pays the network fee.