Price slippage refers to the difference between the expected price before a transaction is executed and the actual price at which it is executed.
Slippage occurs on the Bancor Network due to the dynamic variables of the Bancor Formula. Every transaction changes the price slightly. The larger the transaction size of a token relative to its liquidity depth, the higher the price slippage.
When you see the "price slippage" message, you are still able to proceed with your transaction. This is not an indication that may cause the transaction to fail in any way. If you just wish to convert tokens, you may proceed.
However, if you would like to take action following this message (and we recommend you do), simply try to split your conversion amount into smaller portions and spread them over some time. Do not try to execute them immediately one after the other as you will experience the same slippage.