As far as i know, only etherdelta is the most safest of all exchange, but i suggest you to save and put your money in a wallet so that it will be kept because you cannot rely on any exchange in keeping your coins.
Wallet on exchanges dont have any guarantee if you lose your assets in there.
If you want the safest place, you need to use blockchain wallet, it was the best, or atleast use wallet that has sign-in message feature and you own your private keys of your wallet
Exchanges can be easily manipulated or hacked, even bittrex dont guarantee your asset if you lose your BTC