Solid is the state of matter in which molecules vibrate in place, have low compressibility and do not move around relative to each other.
The liquid phase also has low compressibility, but molecules of a liquid have translational motion which means that they can move around relative to each other. Molecules in the gas phase have both vibrational and translational motion and gases are highly compressible because the particles are very far apart.
One way to figure out the answer to questions about the states of matter is to consider situations that you are familiar with. Although we can't see the molecules in a substance, we know that liquids and gases flow which means that the particles are moving relative to each other. We also know from filling a tire or a basketball that gases are compressible, and our experience with liquids and solids tells us that they are not compressible.
I guess the answer is solid.
compressiblity basically deals with the behaviour of the substance when it is exposed to stress or pressure.
Solid responds to this very less because of the stronger intermolecular forces between its molecules.
But in case of fluids, that is liquids and gases, yes, they have compressiblities relatively higher than solids.