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There is a simple argument by comparing to the unit ball of $\ell_1^n$.

Let $K$ be the unit ball of $\ell_1^n$, i.e. the set of points with sum of coordinates (in absolute value) bounded by $1$. Then $K$ is the disjoint union of $2^n$ simplices (one per octant), and each simplex has volume $1/n!$.

Now the Euclidean unit ball is contained in $\sqrt{n}K$, so its volume is at most $n^{n/2}2^n/n!$. This tends to $0$ and behaves like $(c/\sqrt{n})^n$ for some constant $c$.

The value is sharp up to the value of $c$, as shown by the dual argument : the unit ball contains the cube $[-1/\sqrt{n},1/\sqrt{n}]^n$.

1 [made Community Wiki]

There is a simple argument by comparing to the unit ball of $\ell_1^n$.

Let $K$ be the unit ball of $\ell_1^n$, i.e. the set of points with sum of coordinates (in absolute value) bounded by $1$. Then $K$ is the disjoint union of $2^n$ simplices (one per octant), and each simplex has volume $1/n!$.

Now the unit ball is contained in $\sqrt{n}K$, so its volume is at most $n^{n/2}2^n/n!$. This tends to $0$ and behaves like $(c/\sqrt{n})^n$ for some constant $c$.

The value is sharp up to the value of $c$, as shown by the dual argument : the unit ball contains the cube $[-1/\sqrt{n},1/\sqrt{n}]^n$.
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