How can I render Volume Scattering on all my layers? I have an interior scene in witch I want to have atmospheric falloff (dust effect). 
I've created an object that contains my room and I gave it a volume scatter shader (I'm working in Cycles). 

The problem that I have is that my scene is very big and I need to render seperate layers. How do I deal with my volume in such a case ? I can't add it to each layer because when I combine them the volume will be to dense. I tried adding it only to the lights layer but it doesn't work. 
As I said, it's a very big scene and I need to light it with a sun (can't use a spot light) so world volumetrics can't help. 

I can do that in the compositor with my Z pass but this is not the answer I'm looking for. 

I hope you understand the question.
You should use the render layers mask feature.  First divide up your solid objects between render layers however you would like.  Then, place your volume object on its own separate layer.  

With the volume layer active, select the squares that correspond to the solid object layers using the "Mask Layer" selector. 

 

Here is a sample result I put together.  Each cube is in its own render layer.



And this is what the volume layer looks like by itself.  You should combine the layers using the alpha over node.