The halving-thickness of lead is approximately 1 cm. That is, it will block 50% of gamma radiation. A nice 10 cm lead plate will reduce your exposure to 1/1024th the original. Now let's try that with water, which has a halving-thickness of 18 cm. You'd need 180 cm of water to afford the same protection. I'll leave it to you to calculate the volume required to shield your craft. Once you've figured out how many thousands of liters are required, calculate the cost of lofting it into geosynchronous transfer orbit -- say $18,000 per kg. Once you've spent the equivalent of Denmark's GDP to launch your swimming pool, you'll have a few technical difficulties to resolve because space is really, really cold and water has a nasty habit of expanding when frozen. By about 9%, in fact. So either you have to keep your liquid shield from freezing and bursting the ship's hull, or you have to come up with extremely clever expansion tanks that ensure an even layer of ice around your vessel.