Under an explation of "on the double" by the Free Dictionary about "on the double", is it used in day-to-day conversations:
Rapidly; faster than one normally goes.
Can you please drive on the double?
Yes, we'll be there on the double!
Get over here right now—on the double!
She wants to see you in her office on the double.
(Actually they've written that it's primarily heard in the UK and Australia, but I heard it on an American show.....)