The particles in solids are closer to each other than in liquids and gasses. 

Density = mass / Volume 

Higher density means, there is more mass ( that means, more particles ) in less volume. 

This is also the reason for their low compressibility, because the particles are like repelling magnets - the closer together you get them, the stronger they repel. The closer the particles of a solid get, the stronger pressure you need to force them even closer. 

This is the reason why: 
Solids are less compressible than liquids, liquids are less compressible than gasses. 
Solids are more dense than liquids, liquids are more dense than gasses.
Because the particles or molecules are closely packed so that their intermolecular space is very less which results them having the highest densities.Hope it helps and pls mark as the best answer. :-)
2 5 2