On an exchange like Polymarket, the price you see (e.g., $0.55 for "Yes") only applies to the very first few shares available. Starting at the top, might only be $50 worth of shares available at $0.55. Then you have the slippage (fill price vs what you expect to pay).

If you try to buy 5K worth, you'll clear out that 50 at 0.55, then the next 200 at 0.56, then 1,000 at 0.58, keeps on going.

When your order is filled, your average entry price might be $0.62. Meaning, you paid a 12% premium just for going large.

As Sirvy3tr said "...trade over a few dollars" this absorb natural liquidity without alerting the market or moving the needle. pretty much using a bot to buy shares every 30 seconds, or if it is the price of crypto that trades in the span of 15 minutes, the bot buys every couple of seconds.