Has anyone ever done it like this and used a stock exchange to buy there from
There's no beneficial reason for me to buy BTC ETF where BTC is treated like Jpeg and nothing will change that.
How safe is it?
It depends on what you mean by safe. The whole investment is controlled by the institutional investors, and the tax aspect of it is always taken care of.
How dose the price differ from BTC its self?
You're buying the company BTC jpeg instead of the real Bitcoin.
What commision do they charge?
The charge commission is based on the institution and the government policy.
And when you purchase this way, do you actully own BTC or is it a futures market?
Both now and in the future. This investment purchase don't make you a real BTC owner, or holder.