There is a perfectly good chance that at the present time, your site is sending pages in an uncompressed form to users. That is perfectly normal - in fact it is pretty much standard - but there is a better way to send your data. Some browsers (not all, but some) can accept "gz-encoded" data, which means the data is compressed.
PHP includes functions for sending pages in a "gz-encoded" form. However, this can be a pain to add to large files. There is a much easier way to add gzip functionality to your site than editing every page on it.