Liquidity
How readily an asset can be bought or sold without moving its price. Deep liquidity means large orders fill near the quoted price; thin liquidity means they do not.
Liquidity is the difference between a quoted price and an achievable one. It is also asymmetric in a falling market: the same book that absorbed your buy may not absorb your sell. This is why thin-volume tokens can show a price that no meaningful position could actually exit at.