The rapid spread of COVID-19 infections on a global level has highlighted the need for accurate, transparent and timely information regarding collective mobility patterns to inform de-escalation strategies as well as to provide forecasting capacity for re-escalation policies aiming at addressing further waves of the virus. Such information can be extracted using aggregate anonymised data from innovative sources such as mobile positioning data. This paper presents lessons learnt and results of a unique Business-to-Government (B2G) initiative between several Mobile Network Operators in Europe and the European Commission. Mobile positioning data have supported policy makers and practitioners with evidence and data-driven knowledge to understand and predict the spread of the disease, the effectiveness of the containment measures, their socio-economic impacts while feeding scenarios at EU scale and in a comparable way across countries. The challenges of this data sharing initiative are not limited to data quality, harmonisation, and comparability across countries, however important they are. Equally essential aspects that need to be addressed from the onset are related to data privacy, security, fundamental rights and commercial sensitivity.