When you ask which is "safest", I assume you mean which has least counterparty risk. This is the risk the the brokerage itself will go under and take you account with them and has nothing to do with markets. The good news is that over recent years regulators worldwide have begun to treat this this type of brokerage much the same other financial advisors. Questions to ask:
1) Are you regulated?
2) How long have you been in business?
3) Will my accounts be held as segreggated funds.
4) How much transparency will be provided to me?
These are indication only queries and should not be substituted for proper due dilligence