Which exchange to use, is another story.
Not enough Leo on HE?
Then get bLeo. Get wLeo. Or even pLeo.
Then unwrap.
Shallow, iliquid supply on exchanges is a direct outcome of the tiny user base. And most of them - with empty pockets.
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Truth there. I did check the bLEO on BSC and the liquidity there is quite healthy compared to onchain exchanges.