When a Stop triggers at your specified price, a Market Order is executed and immediately begins to match the prevailing offers available in the order book, in-line with other orders being executed. During a momentary, rapid price/volume change, such as a fundamental market event causing increased buying/selling at an atypical rate, a large stop order being triggered to perform a market buy/sell, or a large position entering liquidation, the Stop could be triggered and begin executing a Market Order until fulfilled in its entirety. 


The nature of a Market Order can increase the risk of the order performing at an average execution price above or below your Stop trigger price. The benefit of a simple Stop is that the order is fulfilled no matter what, including significant trend reversals, but the downside is that price control during a fast moving event can potentially affect the average execution price.