If you want to make sure no one plays detective, try withdrawing in chunks (e.g you deposit 0.025 btc and withdraw 0.01 and 0.015 to two different addresses rather than 0.025 at once to a single address).
As far as I know, this is how some exchanges does it(at least in the past when I observed some exchanges):
You deposit funds to provided wallet address --> your coins gets moved to exchange's colder wallet (probably if big enough for the tx fees to be worth it).
Your withdrawal would then come from one of the colder wallets (not from the address you deposited to, and not necessarily the address your deposit was moved to).
But yea, if you want to make sure, do it like how a mixing service would do it. Do it in chunks!