The quoted price is the mid or last-traded price - it doesn't reflect unlimited size at that level. A market order fills level by level against available order book depth, so your fill depends on how much liquidity is resting near that price when you place the order.
Small orders in liquid instruments (like BTC or ETH) usually fill at or near the quoted price. Larger orders, or orders in less liquid instruments, can fill meaningfully away from it - that gap is slippage, a normal part of live-market-style execution.
Example: On a $100,000 funded account, a trader placed a single market buy for roughly $100,000 of POPCAT while it was quoted around 0.04221. Resting ask liquidity near that price was under 500,000 POPCAT, far less than needed to fill the order. The order swept multiple price levels and filled at an average of about 0.04247 - roughly 0.6% above the quoted mid - costing several hundred dollars in slippage and fees before the market even moved.
To manage execution costs on larger orders:
Check available depth in the Order Book and Depth Chart before sizing an order.
Split large orders into smaller market orders spaced out over time.
Use limit orders where possible - note that limit orders can partially fill if the full size isn't available at your price; the unfilled remainder stays open until it fills or you cancel it, so size accordingly. See: Why was only part of my order filled?
Expect thinner liquidity, and more slippage, outside active hours, on weekends, in lower-cap instruments, and around major news events.