Bitcoin transaction fee is approximately higher on exchanges and transfer time is also too much
Also there are many alts which have lower transaction fee and fast transaction even on exchanges
But If we  search for best one to transfer our funds from one exchange to other than I suggest you to use stellar (xlm)

Reasons to use xlm :
-it is available mostly on all exchanges
-it has good volume on all exchanges as compared to that exchange total volume
-it has lower fee (0.0001$ approx) than all alts on exchanges
-it is instantly transfer in seconds even through exchanges (exchanges takes more confirmations for other alts but for xlm they takes only one confirmation mostly)

So I found it best for transfer funds between exchanges. I uses xlm always when there is instant requirement for funds on any exchange or I have to transfer small amount.

I hope this information will be helpful for people ( mostly traders and Noobs having small amount )
Please share your experiences if you uses xlm and other alts for this purpose
I also prefer to do your own research on it
Thanks