It's true, they are actually louder, kind of... There is a maximum loudness (I don't know the technical terms) that a show or commercial are allowed to be. Shows want more depth to their sound so the show as a whole is quieter so it can have louder more dramatic parts. The commercials are usually only 30 seconds long and they don't need the vast range that the shows need so they just make the whole 30 second commercial the loudest they're allowed.
Bookmarks