object goes through another object error

Have you modified the $$anonymous$$aterials? You know, change the bounciness and such??

Also sometimes unity can have a problem with the speed(way to fast, frame skips collision because of the speed) of an object and recognizing a collision.

you could try adding a rigidbody to the cube or sphere and making the collision detection continuous.

This is called frame miss and cannot be avoided. You can lower the amount of miss but you won't be 100% accurate. Your only solution is to use raycast at high velocity objects.

@Landern yes $$anonymous$$aterial is changed to bouncy