Skyrmions are twirling magnetic textures whose non-trivial topology leads to particle-like properties promising for information technology applications. Perhaps the most important aspect of interacting particles is their ability to form thermodynamically distinct phases from gases and liquids to crystalline solids. Dilute gases of skyrmions have been realized in artificial multilayers, and solid crystalline skyrmion lattices have been observed in bulk skyrmion hosting materials. Yet, to date melting of the skyrmion lattice into a skyrmion liquid has not been reported experimentally. Through direct imaging with cryo-Lorentz transmission electron microscopy, we demonstrate that the skyrmion lattice in the material Cu$_2$OSeO$_3$ can be dynamically melted. Remarkably, we discover this melting process to be a topological defects mediated two-step transition via a theoretically hypothesized hexatic phase to the liquid phase. The existence of hexatic and liquid phases instead of a simple fading of the local magnetic moments upon thermal excitations implies that even in bulk materials skyrmions possess considerable particle nature, which is a pre-requisite for application schemes.
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