This is an extremely good thing to point out to new traders, and goes hand in hand with understanding the spread (difference between bid and ask) as well as the different types of orders different exchanges offer.

The most commonly supported are LIMIT and MARKET and the example you’re talking about is going to bite new traders when they execute a MARKET order based on the spot price, thinking that they’ll get that price for everything they’re selling, not realizing that the exchange’s job is to match up buyers and sellers - they are, after all, an exchange. So they take the MARKET order and fill it with the top order on the pile, REGARDLESS OF PRICE until that order runs out or you do, then moves on to the next order on the pile. Then it does the same thing.

If you’re not careful, as @marketingmonk says, your dreams of a huge sale may dwindle down significantly because the order book can’t sustain your volume. Using a LIMIT sell order can protect you in these cases