Stock Liquidity Analysis
Your AI analyzes a stock’s liquidity: bid-ask spreads, volume, order book depth, market impact, turnover, and slippage, all from Yahoo Finance data. Get a liquidity grade and cost estimates for trading.
Try asking: “Estimate the slippage for a $500k order in PLTR”
himself65 on GitHub
Curated by PromptsEdge from a public repo · MIT license. All credit goes to the author.
What is this skill?
Trading costs and liquidity risks can make or break a trade, especially in less liquid stocks or when moving large positions. With this skill, your AI delivers a comprehensive liquidity analysis for any stock using Yahoo Finance data. It covers bid-ask spreads, volume and dollar volume, order book depth, market impact estimates, turnover ratios, and Amihud illiquidity, all summarized in a clear liquidity grade. This is essential for traders, portfolio managers, and anyone concerned about execution costs or trading feasibility.
What you can do
- Get a liquidity dashboard: "How liquid is GME?" returns a snapshot with all key metrics.
- Analyze bid-ask spreads: "Bid-ask spread for TSLA" shows spread size and context.
- Review volume and turnover: "Volume analysis for MSFT" includes ADV, dollar volume, and trends.
- Estimate order book depth: "Order book depth for PLTR" provides a proxy for top-of-book liquidity.
- Model market impact and slippage: "What would a $1M order do to the price?" uses the square-root model for cost estimates.
- Compare liquidity across stocks: "Compare liquidity for AAPL and NVDA."
How it works
When you ask about liquidity, your AI fetches recent price, volume, and order book data from Yahoo Finance using yfinance and related tools. It calculates bid-ask spreads, ADV, dollar volume, turnover ratios, and applies models to estimate market impact and slippage for large orders. The analysis is rolled up into a liquidity grade, with detailed breakdowns and comparisons if you request multiple stocks.
Good to know
- Requires Python 3.8+; yfinance, pandas, and numpy are auto-installed if missing.
- Works on all platforms with code execution (Claude Code, Claude.ai, etc.).
- Reference files include formulas and interpretation guides for all metrics.
Install this skill
- 1
Get the skill — it’s free
Use the Get this skill panel. Unlocked skills stay in My skills. - 2
Download or clone the files
Download the zip, or clone the repo and copy theplugins/market-analysis/skills/stock-liquidityfolder. - 3
Put it where your agent looks for skills
For Claude Code, use your personal skills folder (every project) or a project’s own folder:~/.claude/skills/stock-liquidity/SKILL.md # all projects .claude/skills/stock-liquidity/SKILL.md # this project only
- 4
Just ask
No command needed. The agent reads the skill’s description and loads it on its own when your request matches.
SKILL.md frontmatter
What your agent reads to decide when to load this skill.
--- name: stock-liquidity description: Analyze how liquid a stock is using Yahoo Finance data (yfinance): bid-ask spreads, volume and dollar volume (ADTV), top-of-book and options depth, square-root market impact and slippage estimates, turnover ratio, and Amihud illiquidity, rolled into a liquidity grade. Use this skill whenever the user asks about liquidity or trading costs — how easily a position can be entered or exited, what a large order would do to the price, spread or execution-cost estimates, order book depth, volume patterns, or liquidity comparisons — especially for small caps, penny stocks, and thinly traded names. ---
Files
Open any Markdown file to read it here.
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