Even the most solid object (leaving neutron stars aside) is mostly empty space. Nearly all of the volume of an atom contains nothing in the classical sense. It’s like looking at a giant sphere encasing the entire solar system – everything in the solar system is inside that sphere, the sun, the planets, asteroids, etc. But that spare is mostly empty space, like well over 99% of that sphere contains nothing. Now take two of those giant spheres encasing identical solar systems and combine them. There will be twice as much “stuff”, but it won’t take up significantly more volume – the two spheres combined will still be almost nothing but empty space and will end up being about the same size sphere just containing twice as many stars, planets, etc.
Atoms work in an analogous manner (not quite for lots of reasons, but the anolgy more or less holds). Combine lots of atoms together and you don’t (necessarily) increase the volume linearly. Depending on the specific atoms you combine (and the specific ratio of one type to another), there may be no (or very little) increase in volume at all. It’s as if the atoms rearrange themselves to take up less room. You can test this by filling a glass of water to the very brim – one more drop will overtop the glass – and then add salt crystals one by one by one. You’re adding little rocks to the water which (you’d think) should cause water to spill over the completely full glass, but that’s not what happens (if you add the salt crystals slowly enough). Instead, the salt disappears into the water without adding any volume. So where does the sodium and chloride go? In the spaces between the oxygen and hydrogen atoms. It’s a bit more nuanced than that, but not much.
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