Go to edit "merchant page" and enable "Priority fulfillment" from PRO-services.
After saving changes, there will be an option to choose priority order on the order page.
If the priority order has been made before 2 PM, the order is handled during the same day.
On the order page there is also a button "Ship order first". This is not for priority orders, but for pending orders when there are not enough products in stock and many orders are requested for the same product.
By clicking this button you choose that particular order to have the last remaining products, and other orders are moved to pending.
Read more about splitting an order.