I added library and site to excel trusted locations in excel services. Under library I set it for both browser and client location to open these excel files and there is no issue with it.
This can be easily fixed. You need to create a trust location for your document library.
As the link said: How to add a file to trusted file location:
Start menu, click
Point to Microsoft SharePoint 2010 Products, and then click
SharePoint 2010 Central Administration.
On the SharePoint 2010 Central Administration page, under
Application Management, click
Manage service applications.
Manage Service Application page, click
Excel Services Application.
Manage Excel Services Application page, click
Trusted File Locations.
Excel Services Application Trusted File Locations page, c
lick Add Trusted File Location.
Excel Services Application Add Trusted File Location page, in the Address text box, type the location to save your workbook
Location type, click the appropriate
location type. In this example, select SharePoint Foundation.
Trust Children, select
Children trusted if you want to trust child libraries or directories.