Terrible. I used to live in Liege, taught at the local poly for a year. Where this occurred is the main square- bus station for the province, law courts for the province, main shops, uni down the road. Friend of mine teaches at the uni and told me that they locked her in for hours whilst they worked out what was happening.
From the photo on the Beeb, he killed himself nearby by the cathedral, outside a pub called the Taverne Danoise- I used to drink there on Saturday afternoons, I was back there the other month.
Strange times, but Liege can be pretty violent. The estates on the edge are infested with guns and drugs, and the unemployment rate there was over 20% when I lived there.