Spaniard Michu is being linked with plenty of clubs after scoring 10 goals in his first 15 appearances but Williams feels the Welsh outfit will not sell in January as they want to continue improving on their current position of seventh in the Premier League.
"I think as long as the team are doing well I don't think we will have any problem keeping our best players," he told Sky Sports.
"I don't think anyone is concerned about anyone leaving as we are doing well and the players want to continue that."
He added: "He [Michu] is a good player and we knew straight away when he came on the pre-season tour to America, all the boys were saying how good he was.
"All the boys that have come in this season have done well, obviously he [Michu] is the one making the headlines and scoring the goals, but I think everyone that has come in has contributed and added to the team this year."