Bring the water to a boil with the piece of onion, garlic cloves, bay leaves, tomatoes, and salt. Meanwhile, rinse the shrimp and peel them (save the shells), and remove the vein from the back with a toothpick or leave it if you prefer. Place the shrimp in the fridge while you prepare the broth.

Once the water has boiled for 5 minutes, remove the tomatoes and set them aside. Add the shrimp shells to the water and let them cook for a few minutes until they change color, then strain and discard the shells. Return the onion and garlic to the water.

Blend the tomatoes with a little water and add them to the pot. Add the tomato puree and the shrimp. Stir gently for 1 minute, just until the shrimp change color, then remove them immediately to avoid overcooking. Place the shrimp in a large bowl to cool. Let the broth cool as well.

Chop the onion, tomato, chili pepper, and cilantro. Once the shrimp and broth are cool, assemble the cocktail. Place about 10 to 12 shrimp in each glass, then add tomato, onion, chili pepper, cilantro, 1 tablespoon ketchup, 2 tablespoons clamato, avocado, and lime.

Add some of the cooking broth to fill the glass, mix well, and it's ready. Optionally, add hot sauce. Serve with tostadas or saltine crackers and enjoy a delicious shrimp cocktail.