It is not hard to find low-liquidity symbols, though typically these are smaller companies or unusual products of some sort. I have seen brokerages declare som

It is not hard to find low-liquidity symbols, though typically these are smaller companies or unusual products of some sort. I have seen brokerages declare some symbols to be restricted in some way (higher margin requirements, or not eligible for margin at all) because of poor liquidity. Market makers do not always swoop in to provide liquidity and may not be willing or able to trade large enough numbers of shares to satisfy investors during extreme circumstances (e.g. during a crash or a short squeeze).