The largest traders, institutional investors, hedge funds, investment banks, national banks, and, of course, market makers, have special advantages in the implementation of exchange trading because they have huge liquidity amount, sometimes even unlimited. The disadvantage of their actions is that it is difficult to be unnoticed.
Volume gives us an understanding of: at what price levels large players enter (or exit) the market and what interest they have and at what prices they are interested. They trade in large volumes, enter and exit the market at their most value-efficient moments, buying during downtrends and selling during uptrends. This allows for a better average entry price as they often trade against the rest of the financial markets.