Here are some settings which can be used to get exim to deliver mail in a quicker fashion.
Unless otherwise stated, they are options which can be added to the top section of the /etc/exim.conf, followed by an exim restart.
1) Tell exim not to queue messages which have a lot of destination emails in them. The default is 10.
Setting this to 0 will get exim to try and deliver all of them without saving them to the spool/queue.
A value of 0 can be dangerous, as it may bog down your server.
If 0 (unlimited) isn't for you, then try something like 100.
smtp_accept_queue_per_connection=0
2) Ensure your spool directory is split into sub-folders. The default
exim.conf should already have this enabled.
split_spool_directory = true
3) Tell exim to run more sending processes at the same time:
queue_run_max = 15
remote_max_parallel = 15
Note, you can set queue_run_max = 0 to set it to be unlimited, but again, this runs the risk of bogging down your system.
Adjust these values to meet your needs.
4) Exim provides a guide on how to use a RAM Disk, if you happen to have one available:
http://wiki.exim.org/MakeEximFast