Since the 1970s critical marketing scholars have called for systemic change to overcome the ethical problems generated by consumption, such as unsustainable resource use, industry-induced climate change, and social inequities. Mainstream marketing research has instead problematised the individual consumer and sought ways to diminish the so-called gap between ethics and consumption. The current conceptual paper follows Carrington et al. (2016) and other contemporary critical marketing scholars in redirecting attention away from individual (un)ethical consumers and toward the (im)moral market structures that inflect their decision-making. Its first contribution to this line of thinking is to propose an ethical consumption cap rather than an ethical consumption gap. This subtle but significant shift in emphasis suggests that contemporary capitalism creates conditions in which ethical consumption is costly in terms of money, time and effort. Rather than the responsibilising rhetoric of the ‘gap’, the ‘cap’ acknowledges the plethora of systemic pressures that make it difficult for consumers to consume ethically and invites researchers to look elsewhere for solutions. The second contribution of this paper is to follow Grayling (2019) in delineating the character of ethics from the concept of morality, which is more suggestive of obligations and duties. With this etymology in mind, it is argued that other market actors can do much more to remove problematic choices from the market and thus raise the mean market morality. Attending to the average morality of markets instead of emphasising capped ethical consumerism treads a difficult conceptual path between conflicting political positions, but may buy enough time for viable socioeconomic alternatives to neoliberalism to emerge and expand.