Nightengale, I would suggest reading them in order.
The anime was...sortof faithful. But I still suggest reading from volume 1 to make sure you dont miss anything. There arent any boring parts, so just relax and enjoy it
If you are a saitoXhenrietta fan, well, do trust that there are many scenes which will leave you salivating. (was it volume 6 or 7....?.... I forget. Either way, you dont want to miss it)
As for volume 9... well I havent gotten my hands on it yet. I read a bit of moonphase's 観想 but I had to stop, because it was way to spoilery.