Distinguish between ‘Positive Slippage’ and ‘Negative Slippage’.

Negative slippage occurs when a trade is executed at a worse price than the expected price, which is the common scenario in market-order executions in volatile or illiquid markets. Positive slippage occurs when a trade is executed at a better price than the expected price, which can happen if the market moves favorably during the order routing or execution process.

How Does a “Slippage” Occur When Trading a Low-Liquidity Altcoin?
How Does ‘Slippage’ Occur on an AMM?
What Is ‘Negative Slippage’ and How Does It Differ from ‘Positive Slippage’?
How Is the ‘Effective Spread’ Calculated, and Why Is It a Better Measure of the Cost of Immediacy than the Quoted Spread?
What Is ‘Positive Slippage’ and When Does It Occur?
What Is “Slippage” and How Does It Affect the Final Liquidation Price for a Large Position?
What Is the Difference between Positive and Negative Slippage in a Trade?
Why Is the Actual Execution Price for a Large Trade Slightly Worse than the Instantaneous Price Ratio?

Glossar