Price is a promise, fill is the fact

Slippage is the gap between the price you saw and the price you got. It exists because the two are separated by time — a few milliseconds in which the market can move and the quote you clicked can stop being available. First thing to get straight: slippage is NOT inherently against you. A market that moves your way in those milliseconds fills you better than you asked. That is positive slippage, it is real, and whether you ever see it is the single most revealing thing about a broker.