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If you could buy it cheaper on one platform than another, everyone would buy or sell on the best platform and they would even out. The price is based on what a seller will sell for and a buyer will pay. It is no different than why a share of Apple is priced like it is.
Exchanges will match the lowest Ask with the highest Bid. When sellers are asking for higher prices, and buyers are willing to pay for it, the price will go up, or vice versa.
If I can buy or sell at a better price on a different exchange, I’ll simply go to that exchange. Hence why across exchanges, pricing is very similar.