Slippage
The difference between the price you saw and the average price you were filled at.
Slippage comes from two places: depth and time. Depth slippage is walking the book — your order consumes level after level and the average price drifts away from the top. Time slippage is the market moving between your decision and the exchange's acknowledgement.
In arbitrage both legs slip, and they slip in the direction that hurts: you buy slightly higher and sell slightly lower than quoted. On thin markets this routinely exceeds the fees, which is why a wide spread on an empty book is worse than a narrow one on a deep book.
The controls are boring and effective: size against real depth rather than the quote, prefer routes where both books are deep at your size, and treat any spread whose margin over fees is smaller than the expected slippage as not a trade.