When you do day to day trading, do you withdraw your coin balances from the exchange(s) at the end of the day?
I surely do. I am very paranoid when it comes to having an entity other than myself have total control over my coins. If my trading session for the day is over, I immediately withdraw every single satoshi back to my own wallets. I must however note that in some cases trading sessions can last for days, where I go sleep with open orders, and thus depend on the exchange to not go nuts or whatever. That's basically the only exception I am willing to make.
Since sending it back and forth, to e.g. a Nano S Ledger, everyday will also involve transaction costs and extra effort.
I don't care about fees because I don't play around with insignificant amounts. I rather pay even $25 to withdraw my coins, instead of seeing my trading coins get swallowed by the exchange in question. It doesn't make any sense to care about transaction fees in this regard.