Thermodynamic stability demands that the compressibility, , be positive. This means that the volume should decrease with increasing pressure.
For fluids (gases and liquids), the volume decrease is accomplished by an equal decrease in linear dimensions along all directions. This is because of their lack of internal structure (specifically, translational or lattice periodicity), which makes them isotropic.
Crystalline solids do have an internal structure, and atoms and molecules within them have all kinds of bonds (with different strengths) with their neighbours. This could make their response quite anisotropic (direction-dependent) under an imposed pressure. Most materials still exhibit a contraction along all directions, their anisotropy implies that the level of contraction (strain) could be different along different directions.
Are there materials that respond to pressure by decreasing in size along some directions and increase along some others? Apparently, there are, and such materials have been dubbed NLC materials, with NLC standing for “negative linear compressibility.” But, remember, this property should not violate the thermodynamic condition that the overall volume should decrease with pressure.