Let $(X,d)$ be a metric space and $K$ a compact set in $X$. If $x\in K$, let $\mathcal{O}_x$ be a neighborhood of $x$ with finite diameter. Since $K$ is compact, there are finitely many points $x_1,\dotsc,x_n$ in $K$ such that $$K\subseteq \bigcup_{\ell\leq n}\mathcal{O}_{x_\ell}=U.$$ Since all $\mathcal{O}_{x_\ell}$ have finite diameter, it follows that there exists a constant $M>0$ sufficiently large such that $\mathrm{diam}(\mathcal{O}_{x_\ell})\leq \frac{M}{2}$ for all $\ell\leq n$. Therefore if $x,y\in K$, then $x\in \mathcal{O}_{x_i},y\in\mathcal{O}_{x_j}$ for some $i,j\leq n$ and thus \begin{align*} d(x,y)&\leq d(x,x_i)+d(x_i,x_j)+d(x_j,y)\\ &\leq M+\sup_{k,\ell\leq n}\{d(x_k,x_\ell)\}. \end{align*}
My question is how can I show that $\sup_{k,\ell\leq n}\{d(x_k,x_\ell)\}$ exists without using sequences or the fact that a compact set is bounded? This seems obvious since there are finitely many $x_\ell$ but I don't know how to proceed.