The first to study the compressibility of a liquid, water to be precise, were the physicists of the Accademia del Cimento in the second half of the 17th century. They, in one of their attempts, took a hollow sphere of silver with thin walls and, after filling it with water and closing it hermetically, struck it repeatedly with a hammer. The result was that the walls of the sphere became covered with a thin veil of dew. This was attributed to the porosity of the silver.
As concerns compressibility, they reached the conclusion that water, if compressible, was so slightly so that it could not be measured and liquids, contrary to gases, were called non-compressible fluids.
The experiment was repeated by other researchers with spheres of different metals, but it was found that the water passed through imperceptible cracks that formed on the walls, and not through the hypothesized pores in the metal of which they were made.
It was John Canton who in 1761 demonstrated that water and liquids in general are compressible and provided quite accurate measurements of their compressibility.