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If I remember correctly you cannot compress a liquid, but I know you can compress a gas. (usually to the point it becomes a liquid then no further)

What happens if I were to compress soda water? A liquid with a gas trapped in it.

Would the gas escape the liquid, then compress? Or compress within the liquid?

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up vote 2 down vote accepted

This is actually more chemistry than physics: soda is carbonic acid, $H_2CO_3$, which decomposes under the equation $H_2CO_3(l)\iff H_2O(l)+CO_2(gas)\uparrow$. LeChatelier's principle (one of the variants of conservation of energy) states that a system placed under stress (like pressure) will shift towards the side that best relieves that stress.

In this case, applied pressure will cause the system to shift towards the side with fewer particles, the left-hand side, because fewer particles exert less pressure.

And believe it or not, liquids (and even solids) do compress a little when pressure is applied - see bulk modulus.

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