Answer
Liquids are held together by attractive intermolecular forces and are much more dense than gases.
Work Step by Step
Gases, according to the Kinetic Molecular Theory, exert no attractive or repulsive forces on each other, and are incredibly far apart. This allows them to be compressible because of their incredibly low density. Liquids, on the other hand, cannot be compressed because there is a significant amount of molecules already in one spot being held in place by intermolecular forces, and just flow past each other - therefore it's virtually impossible for these molecules to be further compressed.
