Multiple volumes vs single volumes for SQL Server CHECKDB performance
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https://techcommunity.microsoft.com/t5/sql-server-support/a-faster-checkdb-8211-part-ii/ba-p/316882
At the end of this blog Bob Ward says:
There are also some factors that can affect whether these changes actually help make your execution of CHECKDB faster:
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Spreading files across disks – As with the general performance of server queries, if we are spreading out our reads across separate physical disks for files, we can achieve better I/O performance.