When you buy via blocktrades here on the site they're priced at the market asking price. If you deposit to an exchange directly, you may be able to score a bid on the other side of the spread. I saved ~10% doing this today.
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I would agree with this advice, if you are experienced trader on exchanges. Otherwise, trading Steem can be brutal due to its extreme illquidity. I'd stick with Blocktrades for simple purchases.