This conversion is substance specific. This is different for water and different for an edible oil and so on as density or specific weight comes into equation.

For water: 1 gm = 1 ml (approximately),

therefore 1000 mg = 1 ml (since 1 gm = 1000 mg)

and 1 mg = 1/1000 ml = 0.001 ml , therefore 10 mg = 0.01 ml

The original definition of a gram was the mass of 1 cm³ of water at its maximum density (at 4 °C). The same idea was carried over into the SI system so that the kilogram is the mass of 1000 cm³ of water, and this volume is defined as the liter, so that 1 liter of water has a mass of 1 kilogram.

see the forum below where same question is discussed.