Liquids are compressible. But their compression rate is very less. The atoms in it are packed little loosely. For solids its tight so solids cannot be compressed. For gases, the atoms are loosely packed and it is easily compressible.
Generally all fluids are compressible and in case of liquids, the compress ability is less and hence for solving purposes they are considered to be zero. Technically compression is nothing but change of density. The change of density of liquid is negligible and hence it is considered zero.
example is water which can be compressed