Carbon Dioxide (CO2), is the main constituent of the
Martian atmosphere. At these low pressures, it only exists as a gas or
solid (this is true on Earth, too. It's called DRY ICE!).
The CO2 moves from the atmosphere to solid frost on the ground, depending on the seasons. During the long winter, the CO2 will condense out of the atmosphere, particularly over the polar caps. This ice will form down to latitudes of 40o (Cincinnati Latitudes). During the Spring, the CO2 ices sublimate directly back into the atmosphere.
During the Northern Summer, all the CO2 ices sublimate, leaving behind water ices and dust. The CO2covering the Southern Polar Cap never entirely disappears, so it is not known if water ice lies below it. Click HERE for animated gif of the above figure, and Here for a short movie.