While there are several ways to determine if a security is thinly traded, there are two main ways through which one can tell is security is thinly traded. You can, therefore, tell whether a security is thinly traded or not by looking at two things, the dollar volume and the Bid-ask spread.
By determining the dollar volume of a security, one can know how many dollars are being traded on a given single day. Often, securities with low dollar volume are the ones that are thinly traded.
Also, the bid-ask spread is another way to tell if security is thinly traded because the bid-ask spread of any particular security will indicate the disparities between the asking price and the bidding price hence a determination of its liquidity. In general, securities with a significantly wide bid-ask spread are those that are thinly traded.