Hi,
Well, as mentioned earlier, when you are speaking of a set of books. And when you are using certain adjectives, as also mentioned.
eg These sound OK.
a slim, leather-bound volume
a volume of poetry
eg These don't sound good.
At the airport, I bought a volume and a candy-bar.
Yesterday I bought a new volume.
I think it's perhaps because 'volume' is rather a pretty and special term, and it sounds wrong if used in a mundane way.
Best wishes, Clive