Shared Workbooks painfully slow to open or save over VPN

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I have seen a few others with this issue but no answers that I can find other than a few references to IE settings and Office File Validation which don't make any difference.

 

Excel 'Shared Workbooks' are painfully slow to open and save across VPN. The same files work perfectly on the LAN and work perfectly across VPN if you switch from shared back to a regular workbook. Affecting all users and all shared workbooks that I've tested so far.

 

Anyone else come across this issue or know of a solution? 

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