Would you, as an investor, rather trade on exchange A, where there is a given spread and market depth, so you know approximately what price your order will exec

Would you, as an investor, rather trade on exchange A, where there is a given spread and market depth, so you know approximately what price your order will execute at in the next few seconds, or at exchange B, where the most recent price and depth is up to 5 minutes old, and where your orders will be executed at an unknown price sometime in the next 5 minutes?