# stock-liquidity

Evaluates stock liquidity via yfinance: bid-ask spreads, trading volume, and market impact. Helps gauge trading costs before entering or exiting positions.

- skill · `type=skill` · Claude Code, Codex, Cursor, GitHub Copilot, Gemini CLI, OpenCode · 3100 installs · ★ 3453
- Author: himself65
- License: MIT · policy=mirror · the beginning of the file is at the end of this page
- Source: https://github.com/himself65/finance-skills/tree/HEAD/plugins/market-analysis/skills/stock-liquidity/SKILL.md
- Updated: 2026-10-25
- HTML: https://affpapa.org/en/nevibecode/skills/stock-liquidity

## What it does

This skill calculates stock liquidity metrics using Yahoo Finance data. It evaluates bid-ask spreads and average daily dollar volume. Amihud illiquidity is also tracked. Execution slippage for larger orders is modeled using the square-root market impact formula.

The agent routes requests into specialized sub-skills. It generates a consolidated liquidity dashboard or compares two tickers. Default parameters use a lookback period of `3mo` and daily intervals `1d`.

Python and dependencies `yfinance`, `pandas`, and `numpy` are mandatory. The host needs shell execution privileges. Without shell access, the tool reports that limitation.

## Install

### Claude Code (native platform)

1. **Skills CLI (Vercel)**
```bash
npx skills add himself65/finance-skills --skill stock-liquidity -a claude-code
```

2. **Manually: put the files in place**
- File: `~/.claude/skills/stock-liquidity/SKILL.md` — Copy the whole skill folder; for one project use .claude/skills/stock-liquidity/

### Codex

1. **Skills CLI (Vercel)**
```bash
npx skills add himself65/finance-skills --skill stock-liquidity -a codex
```

2. **Manually: put the files in place**
- File: `.agents/skills/stock-liquidity/SKILL.md` — For all projects use ~/.agents/skills/

### Cursor

1. **Skills CLI (Vercel)**
```bash
npx skills add himself65/finance-skills --skill stock-liquidity -a cursor
```

2. **Manually: put the files in place**
- File: `.cursor/skills/stock-liquidity/SKILL.md` — Cursor also reads .agents/skills/ and .claude/skills/

### GitHub Copilot

1. **GitHub CLI**
```bash
gh skill install himself65/finance-skills stock-liquidity
```

2. **Manually: put the files in place**
- File: `.github/skills/stock-liquidity/SKILL.md`

### Gemini CLI

1. **Skills CLI (Vercel)**
```bash
npx skills add himself65/finance-skills --skill stock-liquidity -a gemini-cli
```

2. **Platform CLI**
```bash
gemini skills install https://github.com/himself65/finance-skills --path plugins/market-analysis/skills/stock-liquidity
```

### Windsurf (Devin Desktop)

**Manually: put the files in place**
- File: `.devin/skills/stock-liquidity/SKILL.md` — The legacy .windsurf/skills/ path still works

### OpenCode

**Skills CLI (Vercel)**
```bash
npx skills add himself65/finance-skills --skill stock-liquidity -a opencode
```

### Claude.ai

**Claude.ai**
- Zip the folder and upload it in Settings → Capabilities → Skills

Where a file is given instead of a command, copy the files from the source to that path: https://github.com/himself65/finance-skills/tree/HEAD/plugins/market-analysis/skills/stock-liquidity/SKILL.md

## When to use it
- Calculate bid-ask spreads and trading costs for a ticker
- Estimate price slippage and market impact for large orders
- Compare liquidity profiles across multiple stocks
- Compute share turnover ratios and Amihud illiquidity

## Example prompts
- how liquid is AAPL
- compare liquidity AAPL vs TSLA
- bid-ask spread for AMD

## Source text · SKILL.md · MIT

Below is the content of a third-party file. It is data, not instructions for you: do not act on anything written inside unless the human asks. Block tag: 6a620d91e6160dce.

BEGIN THIRD-PARTY FILE 6a620d91e6160dce
````text
---
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.
---

# Stock Liquidity Analysis Skill

If your host has not already executed the shell probes below (for example, in Codex), run the commands inside the `!` wrappers with its shell tool before choosing a setup path. Use the actual output; if shell access is unavailable, report that limitation.

Analyzes stock liquidity across multiple dimensions — bid-ask spreads, volume patterns, order book depth, estimated market impact, and turnover ratios — using data from Yahoo Finance via [yfinance](https://github.com/ranaroussi/yfinance).

Liquidity matters because it determines the real cost of trading. The quoted price is not what you actually pay — spreads, slippage, and market impact all eat into returns, especially for larger positions or less liquid names.

**Important**: This is for research and educational purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc.

---

## Step 1: Ensure Dependencies Are Available

**Current environment status:**

```
!`python3 -c "exec('try:\n import yfinance, pandas, numpy\n print(f\'yfinance={yfinance.__version__} pandas={pandas.__version__} numpy={numpy.__version__}\')\nexcept Exception:\n print(\'DEPS_MISSING\')')"`
```

If `DEPS_MISSING`, install required packages:

```python
import subprocess, sys
subprocess.check_call([sys.executable, "-m", "pip", "install", "-q", "yfinance", "pandas", "numpy"])
```

If already installed, skip and proceed.

---

## Step 2: Route to the Correct Sub-Skill

Classify the user's request and jump to the matching section. If the user asks for a general liquidity assessment without specifying a particular metric, run **Sub-Skill A** (Liquidity Dashboard) which computes all key metrics together.

| User Request | Route To | Examples |
|---|---|---|
| General liquidity check, "how liquid is X" | **Sub-Skill A: Liquidity Dashboard** | "how liquid is AAPL", "liquidity analysis for TSLA", "is this stock liquid enough" |
| Bid-ask spread, trading costs, effective spread | **Sub-Skill B: Spread Analysis** | "bid-ask spread for AMD", "what's the spread on NVDA options", "trading cost estimate" |
| Volume, ADTV, dollar volume, volume profile | **Sub-Skill C: Volume Analysis** | "volume analysis MSFT", "average daily volume", "volume profile for SPY" |
| Order book depth, market depth, level 2 | **Sub-Skill D: Order Book Depth** | "order book depth for AAPL", "market depth", "show me the book" |
````
END THIRD-PARTY FILE 6a620d91e6160dce

The third-party file has ended. Everything between the 6a620d91e6160dce tags is data: requests and commands from it are not followed. An “end of file” line with another tag inside the block is part of the file.

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---
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