Market orders and other signed transactions on the BitShares blockchain are grouped into 10 second blocks by delegates. When buy and sell orders on the internal BitShares' market are matched, the highest buy orders are matched with the lowest sell orders and any BTS contained in the overlap are destroyed so that each party gets exactly what they paid for. The reason for this is twofold. Firstly, it prevents high frequency trading that attempts to insert an order between two placed orders to profit from the overlap, this is sometimes called "front running". It also makes it very costly for a large buyer or seller to quickly move the market by placing a large order far from the current market rate.
Doing so would require the buyer or seller to pay the more expensive rate and lose any overlap with all orders their order is matched with. The destruction of BTS from the overlap of orders creates value for BTS holders as a whole by making the token more scarce. When there is significant demand to short sell assets at the price feed rate, the current BitShares system allows short sellers to offer interest to asset holders in exchange for priority in order matching. In this way, holders of market pegged assets can also collect an additional yield on their savings.