We determine the exact solution of the Einstein field equations for the case of a spherically symmetric shell of liquid matter, characterized by an energy density which is constant with the Schwarzschild radial coordinate r between two values r1 and r2. The solution is given in three regions, one being the well-known analytical Schwarzschild solution in the outer vacuum region, one being determined analytically in the inner vacuum region, and one being determined mostly analytically but partially numerically, within the matter region. The solutions for the temporal coefficient of the metric and for the pressure within this region are given in terms of a non-elementary but fairly straightforward real integral. For some values of the parameters this integral can be written in terms of elementary functions. We show that in this solution there is a singularity at the origin, and give the parameters of that singularity in terms of the geometrical and physical parameters of the shell. This does not correspond to an infinite concentration of matter, but in fact to zero energy density at the center. It does, however, imply that the spacetime within the spherical cavity is not flat, so that there is a non-trivial gravitational field there, in contrast with Newtonian gravitation. This gravitational field is repulsive with respect to the origin, and thus has the effect of stabilizing the geometrical configuration of the matter, since any particle of the matter that wanders out into either one of the vacuum regions tends to be brought back to the bulk of the matter by the gravitational field.