Holding fingers down is good for developing an understanding of finger patterns in the hand. It is also sensible to hold down a finger that is shortly going to be used again.
Holding a finger down does not always mean holding it down with the same pressure that we use when first articulating a note. You can keep the finger in contact with the string but release the pressure.
Finger Action - Introduction
Facility - Introduction
Resources - Repertoire
- for School of Velocity for the Violin, Book 1, Op.135 by Hans Sitt