Price at Indian exchanges are not at par with their European counterparts and I think Indian exchanges must give the same price to their users.
Facility to send and withdraw funds from and to online wallet like paytm mobikwik etc
Exchanges like Coinsecure are Peer-to-peer exchanges and they don't really control the prices. (The buyers and sellers do)
Because of these exchanges, traders like Zebpay and Unocoin can't rate the Bitcoins at par with International Bitcoin Exchanges.
Features that I'd expect from Indian Bitcoin Exchanges:
1. Withdrawals and deposits on Sunday. (Which I understand might not be feasible)
2. 1 confirmation Bitcoin Deposits. (Why not?)
3. Instant Bitcoin Withdrawals.