I have a rule in Outlook 2010 (Exchange environment) that is supposed to forward any emails that come in to another email account.

This works fine when the emails come in separated by a minute(s) or even 30 seconds but if the emails arrive at the exact same time or near the same time (within a second or two) the forward rule does not work. 

I've missed a few emails this way and was wondering if there is a fix for this?

Rules should work for each email, even when emails come in rapidly. What other conditions are set in the rule? Try recreating the rule to see the result.