You can open one sheet with data and record/save a macro to automate
future sheets.
Step1 - Put the cursor on the first cell of data
Step 2 - Start your macro recorder
Step 3 - Create the conditional formatting for the first cell
Step 4 - click the format painter icon
Step 5 - click Shift+Ctrl+Down Arrow.
Step 6 - Click Ctrl+Home
Step 7 - Stop the macro.

Open a new set of data and run the macro. This should work.