What is the difference between the Auto and On fan settings?

Auto is the normal setting for most homes and allows the fan to run only when the heating or cooling system is on. On is a continuous fan setting that you should use for improved air circulation or for more efficient air cleaning. You can select between these settings by pressing the Fan button. (Page 7)

From the official Honeywell TH5110D Home Programmable Thermostat manual, page 7

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