Here is a set of three marbles; red, green, and blue. They have simulated volume using a merged glass and default shader, with it's own reflection shader. I wasn't happy with the fact the shadows are black so I used another merge shader with another default shader which serves as a "Shadow Tint" of sorts. Additionally, it can be used as a Environment Tint. For example instead of bright contrasting orbs you could change all the environment tint diffuse colours to a more gray colour, or solid gray to match the gray scene in the example. Or other prominent ambient light sources like the sky.
Funny to note I turned Ray Detail Multiplier from 1 back down to 0.25, but the renders didn't registered, and rendered in perfect quality in contrast to quality settings and took awhile (tint preview is MPD 0.5 AA2). *Shrugs*
Note: I forgot to change the Decay Distance on the Glass Shader in the Red Marble back to 10 after some testing, which is why it looks different. These "Marbles" are more huge sphere.

The red marble is fixed in the archives.
It's also good to note that decay distance plays a role in sphere size.Quote from: WASasquatch on August 10, 2018, 10:43:00 PM
Some things to note:
Glass Volume & Colour Transparency effects colours and overall translucency
Glass Surface Transparency and Decay Distance effect the glass's actualy volume (Should swap those names). You can lower transparency in the Glass Shader for more volume.
Glass Reflection & Reflection Tint Reflection was set above 1 but creates border anomalies. I notice the reflections aren't much effected by the shadows overlay, but highlights are. So upping highlights to about 2 seems to correct that.
As you may have noticed colours created, and shadow maps created are very sensitive and use dark colours. You can increase colour vibrancy with the Saturation Adjust shader and increasing Saturation above 1.
Shadow & Environment Tint opacity level effects shadows strength but must be compensated for (usually above 1) the shadow map to prevent holes in the object.