I would recommend putting everything in a cell array, that you can then save.
all_data = cell(10,1);
for ii = 1:10
all_data(i) = {your_data};
end
save your_file.mat your_data;
Having all those files can lead to problems. However, here is a solution
nameStr = 'your_file';
for ii = 1:10
tempStr = [your_file num2str(ii) '.mat'];
save(tempStr ,'your_data');
end