Fastest way to read a column of numbers into an array

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Say if I have a column of numbers (how many of them could vary, but could be anywhere between 1000-10000) and I would like to read all of them into an array in VBA, what is the fastest way of doing so?

Obviously I can create an array of size 10000 and do a for/while-loop but is there any way that's faster than this?

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