For 2,500 USDT you currently get the most USDC on OKX: 2,493.43 USDC. The least favourable exchange (Coinbase) gives you the equivalent of 11.69 USDT (0.47%) less.
Exchanges with a direct USDC/USDT market: OKX, Binance, Bitstamp, Kraken, Kanga Global, Coinbase. Elsewhere you need a currency conversion or an intermediate currency, which usually adds cost.
Counting only the trading fee and slippage, Bitstamp wins, but once deposit, conversion and withdrawal are included, OKX comes out cheapest.
For 250 USDT the best is OKX, for 25,000 USDT it is Bitstamp. With large amounts order book depth matters more than the headline rate.
Even for 25,000 USDT, splitting the order across exchanges brings no benefit, so one exchange is enough.
You deposit USDT with a crypto transfer from another wallet or exchange; the sender pays the network fee.