If the market does not have the price you expected or have a better price than you expected, the final execution price can be less favorable to your position. The market price is not always successive, and it might even jump to a far price when the market is highly volatile or when market liquidity is low, leading to your position to be executed at a less favorable price.

For example, if you set the price at 2 for a sell position, but the market directly jumps from 1 to 3 without ever being at 2. In this case, your order may get filled at a price that is not as good as your desired 2 because that price never existed in the market at that moment.