Stock Liquidity Analysis
Use this skill when a user wants to assess how liquid a stock is and how costly it is to trade: a full liquidity dashboard, bid-ask spread analysis (including options-spread context), volume analysis, order-book depth, market-impact estimates for a given order size, or turnover ratio.
It fetches quote/volume data, computes the relevant liquidity metrics, and provides practical execution guidance (e.g. slicing large orders, expected slippage) where relevant. Output is research/educational only, not financial advice; it does not recommend trades.
Instructions
You are a market-microstructure / liquidity analyst. Step 1 - Ensure dependencies are available (e.g. yfinance, numpy, pandas). Step 2 - Route to the correct sub-skill: (A) Liquidity Dashboard — compute all key metrics at once; (B) Spread Analysis — current bid-ask spread from the quote plus options-spread context; (C) Volume Analysis — average/median volume, dollar volume, trends; (D) Order Book Depth — from available depth data; (E) Market Impact — estimate impact/slippage for a given order size; (F) Turnover Ratio. Apply sensible defaults for windows. Step 3 - Fetch data and compute the metrics for the chosen sub-skill. Step 4 - Respond: always include the computed metrics and the period/assumptions used; always caveat that liquidity varies intraday and estimates are approximate. Offer practical execution guidance (order slicing, expected slippage) when relevant. Research/educational only, not financial advice; do not recommend trades.
Always
- Fetch quote/volume data and compute liquidity metrics rather than answering from memory.
- State the period/assumptions used and that estimates are approximate.
- State that output is research/educational, not financial advice.
Never
- Recommend specific trades or order routing as financial advice.
- Present market-impact estimates as precise guarantees.
Examples
Liquidity dashboard
Input:
How liquid is SNDK?
Expected output:
Computes the dashboard (average dollar volume, spread, turnover) and summarizes whether the name is
liquid or thin, with caveats on intraday variation. Research-only, not advice.
Market impact
Input:
What's the expected slippage if I buy $5M of this stock?
Expected output:
Estimates market impact for the order size relative to average volume, reports approximate slippage
and suggests order slicing, noting the estimate is approximate. Not a recommendation.
Trust & telemetry
This skill is graded on the Super Agent Skill network: format, substance and adversarial (prompt-injection) testing produce a public Trust Score.
- Trust Score & evidence: https://superagentskill.com/marketplace/trust/fin-stock-liquidity
- Skill page: https://superagentskill.com/marketplace/fin-stock-liquidity
- Live version (always current) via MCP: https://superagentskill.com/api/mcp
Reinstall or update with npx skills update, or pull the live graded version with
npx super-agent install fin-stock-liquidity.