Saves Individual Worksheets as Workbooks in destination folder
What you're looking for is to turn off screenupdating, turn off alerts and auto-save and close.

    Application.DisplayAlerts = False
    ThisWorkbook.Save
    ThisWorkbook.Close False


So, like this -

Option Explicit

Sub SplitSheetsToBooks()
    Application.ScreenUpdating = False
    Application.DisplayAlerts = False
    Const PATH_TO As String = "C:\TEMP\"
    Const EXCEL_EXTENTION As String = ".xlsx"

    Dim index As Long
    Dim numberOfSheets As Long
    Dim targetSheet As Worksheet
    numberOfSheets = ThisWorkbook.Sheets.Count

    For index = 1 To numberOfSheets
        Set targetSheet = ThisWorkbook.Sheets(index)
        targetSheet.Copy
        ActiveWorkbook.SaveAs PATH_TO &amp; targetSheet.Name &amp; EXCEL_EXTENTION
        ActiveWorkbook.Close False
    Next
    Application.DisplayAlerts = True
    Application.ScreenUpdating = True
End Sub