Exchanges establish their own fees. The fees are different not only between exchanges but sometimes between different trading pairs on the same exchange. Use a free service like Switchain to compare rates between a few different exchanges for each individual transaction.
There are custodial and non-custodial exchanges. Put simply, the first ones hold onto your assets that you leave with them which is what makes it vulnerable. Once it's hacked there's nothing you can do but watch. Non-custodial ones only hold your assets for the time necessary to complete the exchange.
Hope this helped.
Some people afraid about fees but for me delay is the biggest problem. I play buy fast sell fast no need time to wait because price action always move. For people who using strategy like me finish transactions in short time is very important because if I can make a lot transaction my profit will be double but also my losses.