stock-liquidity

Name: stock-liquidity
Author: himself65

1.4kinstalls351forks

How to install stock-liquidity?

himself65/finance-skills/stock-liquidity

$npx -y skills add himself65/finance-skills --skill stock-liquidity

Installs into the current project.

Summary

Analyze stock liquidity using bid-ask spreads, volume profiles, order book depth, market impact estimates, and turnover ratios via Yahoo Finance data. Use this skill whenever the user asks about liquidity, trading costs, bid-ask spread, market depth, volume analysis, slippage, ma

Files · 1

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SKILL.md

1	# Stock Liquidity Analysis Skill
2
3	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).
4
5	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.
6
7	Important: This is for research and educational purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc.
8
9	---
10
11	## Step 1: Ensure Dependencies Are Available
12
13	Current environment status:
14
15	```
16	!`python3 -c "import yfinance, pandas, numpy; print(f'yfinance={yfinance.__version__} pandas={pandas.__version__} numpy={numpy.__version__}')" 2>/dev/null \|\| echo "DEPS_MISSING"`
17	```
18
19	If `DEPS_MISSING`, install required packages:
20
21	```python
22	import subprocess, sys
23	subprocess.check_call([sys.executable, "-m", "pip", "install", "-q", "yfinance", "pandas", "numpy"])
24	```
25
26	If already installed, skip and proceed.
27
28	---
29
30	## Step 2: Route to the Correct Sub-Skill
31
32	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.
33
34	\| User Request \| Route To \| Examples \|
35	\|---\|---\|---\|
36	\| 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" \|
37	\| 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" \|
38	\| Volume, ADTV, dollar volume, volume profile \| Sub-Skill C: Volume Analysis \| "volume analysis MSFT", "average daily volume", "volume profile for SPY" \|
39	\| Order book depth, market depth, level 2 \| Sub-Skill D: Order Book Depth \| "order book depth for AAPL", "market depth", "show me the book" \|
40	\| Market impact, slippage, execution cost for large orders \| Sub-Skill E: Market Impact \| "how much would 50k shares move the price", "slippage estimate", "market impact of $1M order" \|
41	\| Turnover ratio, trading activity relative to float \| Sub-Skill F: Turnover Ratio \| "turnover ratio for GME", "float turnover", "how actively traded is this" \|
42	\| Compare liquidity across multiple stocks \| Sub-Skill A (multi-ticker mode) \| "compare liquidity AAPL vs TSLA", "which is more liquid AMD or INTC" \|
43
44	### Defaults
45
46	\| Parameter \| Default \|
47	\|---\|---\|
48	\| Lookback period \| `3mo` (3 months) \|
49	\| Data interval \| `1d` (daily) \|
50	\| Market impact model \| Square-root model \|
51	\| Intraday interval (when needed) \| `5m` \|
52
53	---
54
55	## Sub-Skill A: Liquidity Dashboard
56
57	Goal: Produce a comprehensive liquidity snapshot combining all key metrics for one or more tickers.
58
59	### A1: Fetch data and compute all metrics
60
61	```python
62	import yfinance as yf
63	import pandas as pd
64	import numpy as np
65
66	def liquidity_dashboard(ticker_symbol, period="3mo"):
67	ticker = yf.Ticker(ticker_symbol)
68	info = ticker.info
69	hist = ticker.history(period=period)
70
71	if hist.empty:
72	return None
73
74	# --- Spread metrics (from current quote) ---
75	bid = info.get("bid", None)
76	ask = info.get("ask", None)
77	current_price = info.get("currentPrice") or info.get("regularMarketPrice") or hist["Close"].iloc[-1]
78
79	spread = None
80	spread_pct = None
81	if bid and ask and bid > 0 and ask > 0:
82	spread = round(ask - bid, 4)
83	midpoint = (ask + bid) / 2
84	spread_pct = round((spread / midpoint) * 100, 4)
85
86	# --- Volume metrics ---
87	avg_volume = hist["Volume"].mean()
88	median_volume = hist["Volume"].median()
89	avg_dollar_volume = (hist["Close"] * hist["Volume"]).mean()
90	volume_std = hist["Volume"].std()
91	volume_cv = volume_std / avg_volume if avg_volume > 0 else None # coefficient of variation
92
93	# --- Turnover ratio ---
94	shares_outstanding = info.get("sharesOutstanding", None)
95	float_shar

himself65Publisher · 29 listings

Preview

himself65/finance-skills

# Stock Liquidity Analysis Skill

Analyzes stock liquidity across multiple dimensions — bid-ask spreads, volume patterns, order book depth, estimated market impact, and turnover ratios — using d

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 i

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

Repohimself65/finance-skills

LicenseMIT

TypeSkills

CategoryFinance

UpdatedJul 2026

Repo stars3.0k

First seenJul 22, 2026

People who liked this also viewed

6 picks

Type

stock-liquidity

1.4kinstalls351forks

View on GitHub

How to install stock-liquidity?

himself65/finance-skills/stock-liquidity

$npx -y skills add himself65/finance-skills --skill stock-liquidity

Installs into the current project.

Summary

Files · 1

View on GitHub

SKILL.md

1	# Stock Liquidity Analysis Skill
2
3	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).
4
5	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.
6
7	Important: This is for research and educational purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc.
8
9	---
10
11	## Step 1: Ensure Dependencies Are Available
12
13	Current environment status:
14
15	```
16	!`python3 -c "import yfinance, pandas, numpy; print(f'yfinance={yfinance.__version__} pandas={pandas.__version__} numpy={numpy.__version__}')" 2>/dev/null \|\| echo "DEPS_MISSING"`
17	```
18
19	If `DEPS_MISSING`, install required packages:
20
21	```python
22	import subprocess, sys
23	subprocess.check_call([sys.executable, "-m", "pip", "install", "-q", "yfinance", "pandas", "numpy"])
24	```
25
26	If already installed, skip and proceed.
27
28	---
29
30	## Step 2: Route to the Correct Sub-Skill
31
32	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.
33
34	\| User Request \| Route To \| Examples \|
35	\|---\|---\|---\|
36	\| 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" \|
37	\| 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" \|
38	\| Volume, ADTV, dollar volume, volume profile \| Sub-Skill C: Volume Analysis \| "volume analysis MSFT", "average daily volume", "volume profile for SPY" \|
39	\| Order book depth, market depth, level 2 \| Sub-Skill D: Order Book Depth \| "order book depth for AAPL", "market depth", "show me the book" \|
40	\| Market impact, slippage, execution cost for large orders \| Sub-Skill E: Market Impact \| "how much would 50k shares move the price", "slippage estimate", "market impact of $1M order" \|
41	\| Turnover ratio, trading activity relative to float \| Sub-Skill F: Turnover Ratio \| "turnover ratio for GME", "float turnover", "how actively traded is this" \|
42	\| Compare liquidity across multiple stocks \| Sub-Skill A (multi-ticker mode) \| "compare liquidity AAPL vs TSLA", "which is more liquid AMD or INTC" \|
43
44	### Defaults
45
46	\| Parameter \| Default \|
47	\|---\|---\|
48	\| Lookback period \| `3mo` (3 months) \|
49	\| Data interval \| `1d` (daily) \|
50	\| Market impact model \| Square-root model \|
51	\| Intraday interval (when needed) \| `5m` \|
52
53	---
54
55	## Sub-Skill A: Liquidity Dashboard
56
57	Goal: Produce a comprehensive liquidity snapshot combining all key metrics for one or more tickers.
58
59	### A1: Fetch data and compute all metrics
60
61	```python
62	import yfinance as yf
63	import pandas as pd
64	import numpy as np
65
66	def liquidity_dashboard(ticker_symbol, period="3mo"):
67	ticker = yf.Ticker(ticker_symbol)
68	info = ticker.info
69	hist = ticker.history(period=period)
70
71	if hist.empty:
72	return None
73
74	# --- Spread metrics (from current quote) ---
75	bid = info.get("bid", None)
76	ask = info.get("ask", None)
77	current_price = info.get("currentPrice") or info.get("regularMarketPrice") or hist["Close"].iloc[-1]
78
79	spread = None
80	spread_pct = None
81	if bid and ask and bid > 0 and ask > 0:
82	spread = round(ask - bid, 4)
83	midpoint = (ask + bid) / 2
84	spread_pct = round((spread / midpoint) * 100, 4)
85
86	# --- Volume metrics ---
87	avg_volume = hist["Volume"].mean()
88	median_volume = hist["Volume"].median()
89	avg_dollar_volume = (hist["Close"] * hist["Volume"]).mean()
90	volume_std = hist["Volume"].std()
91	volume_cv = volume_std / avg_volume if avg_volume > 0 else None # coefficient of variation
92
93	# --- Turnover ratio ---
94	shares_outstanding = info.get("sharesOutstanding", None)
95	float_shar

himself65Publisher · 29 listings

Preview

himself65/finance-skills

# Stock Liquidity Analysis Skill

Analyzes stock liquidity across multiple dimensions — bid-ask spreads, volume patterns, order book depth, estimated market impact, and turnover ratios — using d

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 i

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

Repohimself65/finance-skills

LicenseMIT

TypeSkills

CategoryFinance

UpdatedJul 2026

Repo stars3.0k

First seenJul 22, 2026

People who liked this also viewed

6 picks

Type