The electronic density fluctuations in polymethyl methacrylate (PMMA) were studied by synchrotron radiation small angle X-ray scattering (SAXS), and compared with the hole volumes as revealed by positron annihilation lifetime spectroscopy (PALS). The results of both methods are shown to be compatible with a structure of the liquid and the glass with local heterogeneities of radius of the order of 0.3 nm. These microstructural investigations thus support the existence of density fluctuations in amorphous systems on a nanometer scale. (C) 1998 Elsevier Science B.V. All rights reserved.