Good speakers at low volume?

I've owned/own some speakers that do what you are asking
1) Tonian TLM-1 (high sensitivity PHY driver as others have pointed out)
2) Exemplar Horns (very high sensitivity two way)
3) Audio Note ANE/SEC silver (high sensitivity two way)
4) Beauhorn Virtuoso (Very high sensitivity single driver)
5) Lamhorn w/AER MK-1 (Very high sensitivity single driver....soon to be used with Audiokinesis/Duke's swarm sub system)
I really liked all these speakers!!
So to confirm what others are saying the high sensitivity is a key and also getting the right associated equipment.
The two sets of electronics which seem to have consistently worked the best for me at low volumes are Tenor OTL's (which I currently use with the Lamhorns) and DNM ss amps and DNM preamps.
In both cases I found these electronics to be supremely transparent and "fast". In other respects you could not imagine two more different designs.

Branislav, regarding the Gallo's 3.1, no you don't need the sub-amp. There are even a couple of article I read that it hinders the performance. I'm running a Rel Strat III subwoofer but even if it's off, the speakers sounds fine. Your NuVista amp is more than enough especially if you're going to listen to music at low volume. I'm running a Audio Research vs110 Wpc and it's fine. Best is to listen for yourself. For the money, it can't be beat.

Depending on the speaker design, you may be able to remove some of the stuffing/polyfill. This may add more bass at low volumes, but will cause them to be boomy at loud volumes.

I auditioned the Dali Mk II model 400 a while back and compared it to similiarly priced dynaudio, martin logans, mags, focal, b&w, and every other speaker I could find in a 50 mile radius - the Dali made it to my short list. I just don't like the ribbon technology. Another very nice sounding set of speakers were the classic line of Spendor.

One thing you may want to consider is the cabinet construction. What may be of interest - when I auditioned B&W 804s and 803s - the only real difference I noticed was in the sound at low volumes - while I have not bothered to conduct extensive research, my 'gut' feeling was that the cabinet construction made all the difference - particurly since in nearly all other respects the speakers are very similar but there was nearly a 30 pound difference in the weight of the speakers.

I am unfamiliar with the amp you are using. However, the amp does make a difference although less so than the speakers and acoustics. Recently there have been two posts where the persons complained of poor low volume sound and both were using Rotel products. That was my impression also when auditioning speakers driven by Rotel vs other amps. The Rotel had plenty of power, just did not sound good at low volumes. Just something for consideration.

Depending on what music you listen to, the absolute best sounding vocals that I heard in months of auditioning were from a classic spendor driven by a low powered tube amp. If I listened to a lot of vocals I would definitely have that system.

Check out Green Mountain Audio speakers. The Callistos sound excellent at low volumes (specifically, they sound great at the lowest volume possible with an Ayre AX-7e integrated). I would expect the Eos and Eos HD to perform even better.