Stock Liquidity

• You want to know whether a stock is liquid enough to enter or exit a position at a reasonable cost
• You are sizing a large order and need to estimate slippage or market impact before trading
• You are screening small-cap or micro-cap names and need to flag thinly traded securities
• You want to compare liquidity across multiple tickers to choose the most tradeable instrument

• You need real-time Level 2 order book data — Yahoo Finance provides top-of-book only; a direct market data feed is required for full depth
• You need tick-by-tick or sub-minute execution analytics — this skill works with daily and 5-minute bar data
• You are looking for trade recommendations — this skill presents liquidity data only and does not advise on whether to buy or sell

Combines spread, volume, Amihud illiquidity ratio, and square-root market impact into a single graded snapshot. Grades range from Very High to Very Low based on dollar volume, spread percentage, and Amihud score thresholds calibrated for US equities.

Uses the square-root model (σ × √(Q/V)) to estimate price impact in basis points and total dollars for any order size. Generates a full impact curve across order sizes from 0.1% to 50% of average daily volume.

Reports absolute spread, relative spread in percent, and spread in basis points from the current quote. Also pulls near-the-money options bid/ask spreads to give a derivatives liquidity context.

Computes average daily volume, median volume, dollar volume, relative volume (RVOL), a linear volume trend over the lookback period, and a day-of-week volume profile. Flags elevated (RVOL > 1.5) and unusually quiet (RVOL < 0.5) sessions.

Calculates daily and annualized turnover against both shares outstanding and free float. Includes a "days to trade the float" metric and a trend comparison between the most recent 20 days and the prior 20 days.

Combines top-of-book quote sizes, intraday 5-minute volume distribution, and options open interest to approximate market depth within Yahoo Finance's data limits. Clearly discloses when full Level 2 data would be needed.

Before entering a large position, run the Market Impact sub-skill with your intended order size. The skill returns estimated slippage in basis points and flags if the order exceeds 25 bps impact — a common threshold for reconsidering execution strategy.

Run the Liquidity Dashboard across a list of small or micro-cap tickers to identify names with less than $1M daily dollar volume or spreads above 2%. The skill grades each ticker and surfaces the Amihud illiquidity ratio for ranking.

Pass multiple tickers to the Dashboard in multi-ticker mode to get a side-by-side table of spread, ADTV, dollar volume, and liquidity grade — useful for choosing between instruments that track similar exposures.

Use the Turnover sub-skill to assess how speculative or momentum-driven a stock's trading activity is. Annualized float turnover above 500% signals highly speculative activity; below 30% suggests institutional buy-and-hold or neglect.