Compress every file in a directory into its own compressed file

Putting every file into a separate tar file doesn't make any sense in this scenario. You can use gzip to compress them directly:

gzip *

will result in file1.out.gz, file2.out.gz etc.

You would use tar only if you would need a compressed archive as a single file.

If you ineed need a tar archive for every file, you can create it like so:

for i in *; do tar -czf $i.tar.gz $i; done

To build on @SvenW's answer (which will only work on the current directory), if you have a HUGE number of files or want to do it on a recursive directory structure you can also use

find . -type f -exec gzip \{\} \;

and if you need to put the output into a different directory (in this example, ../target) and don't want to remove the originals, you can do something like:

find . -type f -print | while read fname ; do
    mkdir -p "../target/`dirname \"$fname\"`"
    gzip -c "$fname" > "../target/$fname.gz"
done

Try this one:

#!/bin/bash
for fich in *; do
    if [ "$fich" != "*" ] ; then
        gzip -9 -c $fich > $fich.tar.gz
        \mv $fich.tar.gz $fich
    fi
done