Creating a new blog at sub-sub directory level

Hi, I’ve got my site running multisite at domain.com and I can create new sub blogs at domain.com/site1 etc. However, what I want to do now is to also create new blogs at addresses like domain.com/site1/sub-site1 (so sub-sub site level).

Is this at all possible? I get the error message “Missing or invalid site address.” when I have tried.

Many thanks