The physical properties of solids, liquids and gases differ, because the behaviors of the molecules they consist of differ. Gas molecules are far from each other, without any proper arrangement in between them. Liquid molecules are very near to each other, and are also not properly arranged. Solid particles are very densely packed, and are properly arranged. So the molecules of solids do not move, and those of liquids vibrate and move. Gas molecules vibrate and travel without any resistance, which means they have free movement. Gases occupy the shape of the vessel in which they are kept. As the gas molecules move away from one another there exists a lot of space in between them. So they are said to be more compressible than solids and liquids.
In gases that are less dense, the pressure of the gas is independent of the properties and nature of the gas. Compared to liquids and solids, gases have low densities. For example, one gram of liquid, at its boiling point, is equivalent to 1 ml volume. The same weight of liquid, after evaporation, occupies the volume of about 1600 ml of steam. This means that the separation between the molecules has increased. It is also a fact that gases at low density occupy a large volume. From this it can be said that gases are more compressible, while liquids and solids are not.
There is also another reason given to explain why gases are compressible. This is again an extension of the above description. Molecules in any object possess intermolecular forces, and chemical bonding. The intermolecular forces are non-bonding forces that exist between the atoms of the object. These constitute hydrogen bonding, London forces and dipole-dipole interactions. Gases have very negligible intermolecular forces compared to solids and liquids. Hence, they are easily compressed.