Liquidity is not a property of an instrument, it is a property of an instrument at a size in a moment. A stock trading 400,000 shares a day is liquid for 2,000 shares and illiquid for 80,000; the same stock is illiquid for 2,000 shares in the first minute after a halt.
Estimate it before entry with a simple rule: position size should be a small fraction - often under 1% - of average daily volume, and the bid-ask-spread you can currently see should be multiplied by three to four for the exit you might actually need. In options, check open-interest and the width of the market away from the front strikes; in crypto, check depth on the book rather than headline volume.
Liquidity risk compounds every other risk. It turns a stop into a stop-slippage event, a margin shortfall into forced-liquidation, and a diversified book into a single correlated position when everyone exits at once.
Related: stop-slippage, forced-liquidation, liquidity, correlation-breakdown