Density = Mass/Volume
So, squeeze more mass into a smaller volume and denser conditions occur. Gasses are diffuse, so less mas in in a large volume and thus less dense are the gasses.
why are solids and liquids more dense then gases?
In a solid the particles are very close, in a liquid the particles are still close but they can move. In a gas the particles fly around. The closer the particles are the denser the substance is, which is why liquids and solids are more dense.