Investing term

What is Slippage?

When your order fills at a worse price than you expected because the order was big enough to eat through the best levels.

Slippage is the difference between the price you expected and the worse price you actually got, usually because your order was large enough to eat through the best-priced shares and dip into worse ones. You aimed for the top quote; you filled across several levels of the order book, averaging out higher (buying) or lower (selling).

It's most severe in thinly traded securities and fast-moving markets, where there's little size at the best price and the book is sparse behind it. A market order is the usual culprit, because it takes whatever the book offers to fill completely. Using limit orders — which refuse anything worse than your set price — is the main way to cap slippage, at the cost of possibly not filling.

When a big order eats the book
A large market buy sweeps up through the asks — filling at rising prices$20.06ask$20.04ask$20.02askspread$19.98bid$19.96bid$19.94bidslippage:fills highereach level

Slippage is filling worse than the top quote because your order sweeps through several price levels. It's worst in thin markets — using a limit order caps it.

For example

You try to buy a large block of a small stock; your order exhausts the cheap shares and fills at progressively higher prices — that gap is slippage.

Learn it by doing

That's Slippage in theory — it clicks when you use it. Practise it hands-on in a free, interactive lesson (Stage 5, How Markets Work Globally).

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Why it matters to you

Slippage matters because it's a real trading cost that never shows up as a fee — it's baked into your fill price, and on illiquid securities it can dwarf commissions. It's the practical reason liquidity is worth caring about and why order type matters: a market order into a thin book invites slippage, while a limit order caps it. For anyone trading anything beyond large, liquid stocks, slippage is the hidden tax to watch.

Ignoring size relative to liquidity

Slippage scales with how big your order is compared with the liquidity available. A trade that's trivial in a giant stock can move the price sharply in a tiny one. Placing a large market order in a thinly traded security, expecting the top quote, is how investors get filled far worse than they planned. Size your orders to the book, or use limits.

Frequently asked questions

What is slippage in trading?

Slippage is the gap between the price you expected and the price you actually got, typically because your order was large enough to fill across several order-book levels rather than all at the best price. It's a hidden cost, worst in thinly traded securities and fast markets.

What causes slippage?

Mainly a market order meeting insufficient size at the best price, so it sweeps through worse levels to fill — common in illiquid securities and volatile moments. The larger your order relative to available liquidity, the more it moves the price against you, producing slippage.

How do I avoid slippage?

Use limit orders to cap the price you'll accept, trade liquid securities with deep order books, size orders sensibly relative to available liquidity, and avoid placing large market orders in fast-moving or thin markets. Limit orders trade the risk of not filling for protection against a bad price.

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