How to Quantify and Determine What Qualifies as a Sizable Offer Slash Bid?

The best traders in the world have lost more money. If you were to take my red days and add them all up, it is probably the most disgusting amount imaginable. Why are we so afraid of losing? You want to become a trader description, you will lose money. Because that means you're a success. The question is how can traders quantify and determine what qualifies as a sizable offer slash bid for each stock? And do you usually just eyeball this or do you run stats on liquidity?