Probably wouldn't work.

1. It would be more than a couple hundred thousand.  Deloitte would want a fee for the audit, and then they would demand that the company hire a ton of staff and create a compliance department to ensure these controls were maintained throughout the year.  Additionally, a company would have to hire additional staff to handle all of the annual documentation around the controls (Deloitte won't just want to see that a company has controls, Deloitte will want to see evidence for every transaction that the control is being followed).

2. If it's not industry wide, people will flock to the unaudited exchanges.  Unaudited exchanges, or exchanges audited by non-reputable firms like the guy who audited Madoff, will be able to charge lower transaction fees than any exchange audited by a major auditor.  People currently have no issue throwing cash into unaudited exchanges, so what makes you think people would suddenly pay more to go into an audited exchange?