Market execution means that all your trades are executed at the best available price in the market, at the time you take or close your order. This ensures you're always filled at the next best available price - but that may not always be the price you requested.

At times, you won't be able to execute at your desired price, either because the price changed before your trade execution went through, or the size of your trade exceeds the volume available in the market at that price currently.