From time to time, we debate in this thread regarding which exchanges are price leaders or which exchanges are more reflective of actual BTC price.  Frequently, there are reasonable differences of opinions, yet also some of your choices in this regard may also depend upon, in part regarding how you are using the information - whether that be to engage in your own trading or whether you are attempting to make either a short or a long term price prediction based on price (which may also include the assessment of trade  volume).

I personally like to use Stamp because 1) my trading is somewhat pegged to price movements on that exchange, 2) several businesses in my areas of activities seem to peg prices on Stamp, 3) Stamp does not engage in margin trading or no fee trading, so their volume seems to be reflective of realistic changes in volume (on this last point, I have been becoming a bit more concerned about Stamp in recent months, because their volume seems to be shrinking more than other exchanges so in that regard, I have been considering that in recent times the decreases in Stamp's volume may not be as reflective of decreases in bitcoin trade volume but instead somewhat connected with a potential decrease in Stamp's bitcoin exchange market share).