The electron has no orbit, it has probability distribution which is extended. It does not need any medium for its existence. Some electrons have finite non-zero probability even on the nucleus. You can think of vacuum as a medium however because according to the modern theories vacuum is not really empty but there exists fluctuations in it and sometimes out pups up electron hole pair!!

Thank you for your comments Tapan.

I am unable to understand what you mean by vacuum. Is there vacuum inside atoms?

To Tapan...is it the same result as drawn from Rutherford's experiment?

Well vacuum is everywhere. What do you think we have in inter-stellar space? About one hydrogen or Helium atom per c.c. or so.

Before physicists hypothesized the existence of ether which could act as medium for transmission of fields and force. Then they discarded it because experiments could not detect its existence. The vacuum sort of replaced ether. Now theoretical physicists have changed their idea of vacuum. The vacuum is no longer just emptiness but is very much active. The quantum vacuum fluctuations is the temporary appearance of energetic particles out of empty space and this is allowed by the uncertainty principle.

You could also say that if you have a locus which has a low propability of finding the electron there, you will surely have some electric field and hence photons. So its not really a total vacuum.

Sure you will have radiation which I did not consider. When we evacuate a gas tube we do not think of getting rid of radiation (impossible job).

Electron does not need a medium. The probability density can exist in vacuum. Strictly speaking, this vacuum is different from the "vacuum" in the classical sense. There is quantum fluctuations about this vacuum state with visible consequences. For example, spontaneous emission from an excited atom.

Don't forget that electron behaves like particles and waves (duality). So, as waves (like light) they don't need a medium. Sound waves need matter, photons and electrons (and all nuclear particles) don't. They can be viewed as waves, or better, they are waves (see Schrödinger Equation - wave function).