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A few ways you do it.
First is for bigger cukes only, really. You cut it in half first. Seems like it isn't answering what you actually asked, but there is an upper limit to how big a slice can get before it's too big. So once a cuke is much bigger than maybe an inch and a half (a little under 4 cm) wide, cut it in half first.
Second is to sacrifice a slice length wise. Take your knife, cut a ribbon off of one side,and you'll have a flat part thru not only reduces/prevents rolling slices, it also makes the job easier. It's a little less pretty maybe, but effective.
Third is to slice at an angle. The rounds then fall over before they can roll. It's also visually appealing, if maybe not better than standard slices.
Fourth, use a barrier. Some damp paper towels (or cloth ones) placed on the edge of your cutting board will stop the slices from going past. Yeah, you can use dry ones, but they tend to move easier, so paper towels will blow away (and cloth ones get knocked away by errant elbows.) But any barrier will do tbh. A long handled spoon, your honing rod, whatever.
Fifth, use a jig. I'm not aware of any brands, but there's veggie cutting jigs with even slice sizes. They have the side benefit of holding things like carrots, cukes, or zucchini and keeping the slices in place. Haven't used one in ages, so I'd have to go searching for a link, and you can do that just as easily; but if you can't find anything, holla back and I'll see what I can find. But you can make your own with a little ingenuity and access to a band saw or even the right hand tools, but the plastic ones are cheaper and lighter.
Sixth is using a damp towel on your cutting surface. I wouldn't do it, but if you pay attention to what you're doing, you won't fuck up the towel and it does work. Has to be damp though, something about that makes the skin grab better than on a dry one.
Seventh is using your hands and speed. If you're feeding the cuke along with the ol' claw finger technique, and slicing/chopping fast, they don't get a chance to roll.
As an alternative to that, the eighth I'm aware of is to partially slice through on your first pass, then come back and finish. The slices don't roll. Won't work on more fibrous veggies, but stuff like cukes or zucchini will stay in place just fine. Takes longer though.
Tbh though, I've always had more trouble with carrots, even with very thin knives that don't wedge much. Which, that helps too, btw. If you pick up a cheap Kiwi nakiri (kiwi is a cheap brand of stamped steel knives, but they rock for some jobs better than the fanciest and most expensive knives. Try one with onions and you'll see what I mean for sure), you'll have way less wedging, so there's less force applied along the side of the slice, meaning they don't roll as much.
Shit, you could probably just push the end of the cuke/zucchini against something weighty as you slice and as long as you don't push hard, it would at least reduce the force the slices would roll with, meaning they wouldn't go far.
Sharp knives also reduce the problem because they go through with less force, leading to less motion as the slices part from the body of the veg.
Legit though, doesn't matter what you do, you'll have some escapees with thick slices. Cukes are much rounder than most similar shaped veggies, and often have smoother skin. So they roll easier than most. Like I said, I had more trouble with carrots, until I got my techniques down and knives that let me do the job smoothly. A decent knife with a thin profile, kept sharp and used appropriately to the design of the knife tends to apply the force in a way that slices fall laterally rather than roll. Plus, if you slice conservatively, the force you're applying across the veg doesn't have enough energy to get the slice moving much. That's easier with a well maintained knife.
Edit: https://www.youtube.com/watch?v=dKwE1jHNEww
This is an adaptive system, but the jig they have on it is the first example I found.