You can select multiple clips, right click and adjust Audio Gain. Or you can adjust the track volume in the Mixer window. But the actual Volume effect on a clip can only be done one at a time.
Or you can send the whole things over to Audition and work in multitrack there.
I like to get everything edited in Prmiere and then send the audio (I never bother with a refernce video) to Audition for finish work. There you can apply effects to individual clips, individual tracks or the entire mix. I always put a hard limiter on the Master track at -3dB to prevent clipping. Since this is the last filter in the chain I can boost other clips first and still know that my audio will never be too loud
Or adjust one audio volume, copy and past attributes on the rest.