A novel approach for investigations of the electronic structure of II-VI semiconductor nanoparticles in selected environments is presented. CdSe/ZnS core shell nanoparticles are dispersed in a liquid non-volatile siloxane graft/block copolymer and injected in an electrodynamic trap, where a single liquid microdroplet is stably stored under ultra high vacuum conditions. In this way, it is possible to investigate quantum dots by soft X-ray spectroscopies in a liquid environment, which is not influenced by any outer surface. NEXAFS spectra of stored nanoparticles were recorded at the Zn 2p-, S 2p-, and Cd 3d-edge by measuring X-ray excited optical luminescence or the element-selective charging current of single, trapped microdroplets. The spectra are compared to those of similar CdSe/ZnS nanoparticles, which are dispersed in a controlled way in solid silica colloids as well as to those of matrix materials. An analysis of the data reveals that the electronic structure of the ZnS shell is significantly influenced by the outer functionalization and the dispersive media whereas the electronic structure of the core is shown to be independent from the surroundings.