There's a big difference because exchanges have their own markets, so the bigger trading volume the higher the difference between big and small exchanges. And it is a good trading strategy to take advantage of the price of different exchanges. What you are referring is arbitrage, but there's a lot of things to consider before benefiting from this and of course there's a risk of doing this, I found this article helpful so if you are planning to do arbitrage read this first https://steemit.com/cryptocurrency/@scrawl/a-brief-look-at-crypto-arbitrage-trading