User engagement is greatly enhanced by fully immersive multimodal experiences that combine visual and auditory stimuli. Consequently, the next frontier in VR/AR technologies lies in immersive volumetric videos with complete scene capture, large 6-DoF interactive space, Multi-modal feedback, and high resolution\&frame-rate contents. To stimulate the reconstruction of immersive volumetric videos, we introduce ImViD, a multi-view, multi-modal dataset featuring complete space-oriented data capture and various indoor/outdoor scenarios. Our capture rig supports multi-view video-audio capture while on the move, a capability absent in existing datasets, which significantly enhances the completeness, flexibility, and efficiency of data capture. The captured multi-view videos (with synchronized audios) are in 5K resolution at 60FPS, lasting from 1-5 minutes, and include rich foreground-background elements, and complex dynamics. We benchmark existing methods using our dataset and establish a base pipeline for constructing immersive volumetric videos from multi-view audiovisual inputs for 6-DoF multimodal immersive VR experiences. The benchmark and the reconstruction and interaction results demonstrate the effectiveness of our dataset and baseline method, which we believe will stimulate future research on immersive volumetric video production.