How Do Exchanges Attempt to Mitigate Slippage for Large Market Orders?

Exchanges use several methods to mitigate slippage. They encourage market makers through incentives to maintain deep order books, which absorbs large orders more effectively.

They also implement smart order routing systems that seek the best prices across multiple liquidity pools. Some exchanges may offer 'guaranteed execution' for small orders, but for large orders, the primary mitigation is ensuring deep liquidity.

Why Do Market Makers Primarily Use Limit Orders Rather than Market Orders?
What Is “Payment for Order Flow” (PFOF) in the Context of Options Trading?
What Is ‘Slippage’ in a Low-Liquidity Token Market and How Is It Mitigated?
How Do Automated Market Makers (AMMs) Differ from Traditional Order Book Exchanges in a Smart Contract Context?
How Does the Concept of ‘Maker-Taker’ Fees Incentivize the Use of Limit Orders?
How Do Automated Market Makers (AMMs) in DeFi Replace Traditional Market Makers?
How Do Retail Brokers Profit from Routing Orders to Different Venues?
How Do Automated Market Makers (AMMs) in DeFi Address Liquidity Provision for Large Trades?

Glossar