I can answer for Sweden, Finland (then part of Sweden), Denmark and Norway. I don't know if you consider them western European, but they can serve as a reference.

Country	Crown	Peasants	Nobility	Church
Sweden	6%	52%	21%	21%
Denmark	10%	15%	38%	37%
Norway	7%	37%	15%	41%
Finland	4,5%	90%	3%	2,5%

These numbers are for about 1400-1500. About 62% of the Swedish population lived on free-held land.

As you can see, it varies quite a lot. Norway had a law that allowed you to squat on peasant land and if no-one claimed it in six generations (from 1247 reduced to 60 years or three generations), it became yours. This meant that when the plague killed 50-75% of the Norwegian population, the tenants of the nobility simply moved to vacated free land and claimed it, forcing the nobility to tend their own land and revert to free farmers.

In Denmark, the early development of a strong central administration and the heavy requirements of the ledung meant that many free farmers prefered to be under the local nobleman than under the crown - during the time of of Christopher II (1319-1332) and the following interregnum (1332-1340) royal power more or less vanished in Denmark and the nobility claimed more power, claiming any land under their power as their own and reducing their peasants to a status more like continental serfs.

Sources: Medieval Scandinavia: From Conversion to Reformation, Circa 800-1500 by Birgit Sawyer.

The Cambridge History of Scandinavia, Issue 1, edited by Knut Helle.