For 2,500 USD you currently get the most USDT on OKX: 2,499.88 USDT. The least favourable exchange (Binance) gives you the equivalent of 87.66 USD (3.51%) less.
Exchanges with a direct USDT/USD market: OKX, Kraken, Crypto.com, Bitstamp, Coinbase, Kanga Global, Binance. 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.
OKX leads both for 250 USD and for 25,000 USD, so it also has the deepest market for this pair.
Even for 25,000 USD, splitting the order across exchanges brings no benefit, so one exchange is enough.
USD deposits: Card (Binance, Coinbase); SWIFT (Kraken, Bitstamp); ACH (Coinbase, Crypto.com); P2P (Kanga Global); Revolut account (Revolut X).