When there isn't enough quantity available at the best price to fill your whole order, it fills across multiple price levels in the order book — each partial fill at a slightly different price — instead of executing entirely at one price.
Why does this happen?
A market order (or a limit order priced to clear several levels) is filled against whatever is available in the order book at that moment. In high-value trades or low-liquidity situations, this can mean consuming multiple price levels, resulting in a higher average price than the displayed LTP for a buy (or lower for a sell). This is called slippage, and it grows with volatility, order size, or thin market depth.
Where do I see the different prices?
Your order and trade book show each individual fill. Your contract note consolidates them into a single Volume Weighted Average Price (VWAP) per security, so you see one blended price rather than every partial fill.
How can I limit this?
Enable Market Price Protection (MPP) on a market order — it caps execution within a safety range around the LTP, so any quantity that can't be filled within that range stays pending as a limit order instead of executing at a much worse price.
Can I see this coming before I exit a position?
Yes. The same effect is what makes a squared-off position return less than the profit shown against the LTP. On the Positions screen, the P&L Based On Market Depth toggle values your open positions by working through the real quantities in the order book — the same ladder your exit order would fill against — instead of assuming one price for the whole position. See what is P&L based on market depth.