We present absorption spectra of thin, free-flowing liquid sheets in the vacuum ultraviolet energy range using a gas-squeezed liquid jet. Compared to liquid flow cells, operation without transmission windows eliminates restrictions on the energy range. The temperature of the water sheet is estimated at 0 +/- 3 degrees C, at the verge of the supercooled regime. By adjusting flow conditions in situ, we recorded absorption spectra at water sheet thicknesses ranging from 20 to 50 nm. We show that the absorption spectra of thin jets contain significant contributions from interference effects that need to be deconvoluted from spectral contributions due to the electronic structure. We employ a Fresnel propagation model to model the spectral changes and understand the impact of thickness variations and thin film interference. This opens the door for the investigation of solvation, interface, and similar effects by recording valence band spectra.