Golf coolant fault

[Method]

Hi, I have a mark 4 Golf GTi and have recently started getting the coolant message on the dash. The level was indeed low so I filled the chamber back up to the required level. Within about 10 minutes of driving the car the level once again drops to the bottom of the chamber and i get the warning message. The level seems to settle about an inch up from the bottom of the chamber and the collant only seems to escape whilst the iengine is running. There are no apparant leaks both with the engine running or stationary. Does anyone have any ideas as to where the collant is going, or what the problem may be?