For a quantitative measure, the best wavelength is the one which gives the highest absorbance.
This is not always the case. For UV-Visible spectroscopy, optimal wavelength selection depends on a lot of factors, including the instrument being used, but generally speaking it would be the wavelength at which absorption over the concentration range of interest is between (approximately, depending on instrument) 0.1-1.0 OD. If the molar extinction coefficient is too high at the chosen wavelength, then for certain concentrations of the analyte the absorption will exceed OD values where the measurement becomes less accurate due to reliable instrumental light sensitivity. Sample dilution or using cuvettes with different geometry are options in this case, but the easiest option is frequently just to use a wavelength with lower absorptivity.
There are other situations where the optimal wavelength is not the one where absorptivity is highest. The wavelength should be chosen after careful consideration of the sample/solvent system, specific experimental needs, and instrument limitations.
If the OP is referring to UV-Visible absorption of glycerine, based on comparison to ethanol I would expected no appreciable absorption at wavelengths above 250 nm. We might expect to see some weak absorption by pure glycerine at wavelengths deeper into the UV. Depending on how pure it is, glycerine may also have some contaminants (aldehydes, natural pigments etc.) that absorb weakly in the UV region, so be careful of that. Without more information on what the OP is doing, particularly the wavelength region the OP is interested in, it's impossible to provide further guidance.