See https://trumpexcel.com/split-each-excel-sheet-into-separate-files/
'Code Created by Sumit Bansal from trumpexcel.com
Sub SplitEachWorksheet()
Dim FPath As String
FPath = Application.ActiveWorkbook.Path
Application.ScreenUpdating = False
Application.DisplayAlerts = False
For Each ws In ThisWorkbook.Sheets
ws.Copy
Application.ActiveWorkbook.SaveAs Filename:=FPath & "\" & ws.Name & ".xlsx"
Application.ActiveWorkbook.Close False
Next
Application.DisplayAlerts = True
Application.ScreenUpdating = True End Sub