Very true, I was looking into WEX exchange. ZEC is almost 3x the price on other exchanges, but off course they disabled all the coins that have normal value.
Still you could gain by sending ZEC there, selling it to the pair USD, then buy BTC with USD and buy ZEC back with the BTC, because that trades lower then against USD.
It's 3-5% every time. But the orders/volume should be there aswell, if we combine strenght we would keep volume up and won't have any crashes.

I didn't look at other coins at the site yet, but maybe there is another which is more profitable.

As long as we keep in mind we have to get on of those coins back out of the exchange eventually and sell it for three times less somewhere else, we should've made enough profit by then. I hear they are selling VIP accounts which can actually withdraw the coins of normal value, which doesn't feel right for me, but still there is money to be made there.