Volumes is not the same.
Be careful when the words are not directly from Latin to English. Very often, it has more chance to have an altered meaning.
Volume is from Old French "volume" (from Latin volumen). In old French, meaning "scroll, book; work, volume; girth, size".
But the meaning did change one day in Old French, and it started to mean "book forming part of a set". For instance. "Britannica encyclopaedia, in 15 volumes".
It almost completely stopped to mean "a book/a rolled parchment, (except in some rare occasions)
(It also acquired the meaning in French of "massive quantity", and this meaning also was borrowed in English.)
This meaning, from the altered old French meaning (set of books, like a serie), is attested in English since 1520s, according to etymologyonline,
Meaning "book forming part of a set" is 1520s in English, from that sense in French. Generalized sense of "bulk, mass, quantity" (1620s) developed from that of "bulk or size of a book" (1520s), again following the sense evolution in the French word.