I think you have to understand why people are asking in the first place. It's just a conversation piece. They just want to know how everything is (although I'm sure some people are just nosy). Perhaps if they didn't ask about your ex, they might not have anything else to ask about.

If you don't want to talk about it, simply say with a smile, "No, I'm not with him anymore. But it was for the best and I'm doing great."