Pure solids are less compressible than their corresponding liquids. But solids also often have pores or other open spaces (think foam) that can be squeezed out before you’re dealing with a pure material, which is probably why you think of solids as “compressible”. But something like a block of iron really isn’t.
Liquids, by contrast, don’t have open spaces because they’d just flow into them. And while we refer to liquids as “incompressible”, they are in fact compressible to a small extent: it’s just that that extent is small enough as to be practically zero for most engineering purposes. Even at the bottom of the ocean, seawater is compressed by only like 1%.
You can formalize this idea with something called the *bulk modulus*, which tells you how much pressure it takes to compress something. Most solids have higher bulk moduli than most liquids, but liquids’ bulk moduli are still pretty high and closer to solids than to gases.
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