What makes a speaker sound great at low volume?

I agree with what some others have said regarding the Quads and Maggies. My first love of speakers was my Quad ESL63s. Even at low volumes, they captured the width, depth and detail of a performance, without leaving your head numb. After many years of happy listening, I had to give them up when moving into a home with a somewhat smaller listening room.
After moving back to a larger space, I considered getting another pair of Quads, but decided to give the Maggies a try. I’m now quite enjoying the little Maggie 1.7s. paired with my ADS sub. I listen mostly early mornings and late evenings at very moderate to low volumes and (like the Quads) the stage remains large and detailed, even at low volumes. Even though they’re not what you would call real efficient, they do very well, driven by my Rogue, Cronus II Mag - 100w per side, int. tube amp.
If you have the space and the budget - definitely would fit the bill, especially if you listen to jazz, light pop, bluegrass or anything with real instruments and good vocals....Jim

The problem with Maggies is they have weak bass at low volumes. 

Mid base is great with my 1.7s, even at low volume, but do need to run a sub to get any impact below 50 Hz. Setting the filter on the sub down to 50 or 60 Hz and getting the volume and polarity right, makes a good and seamless interface with the Maggies - at least in my room.....Jim

If you are going to listen at low volumes, you will require a quiet listening space.  Plus, all the comments about Fletcher-Munson and loudness controls are correct.  The ear is progressively less sensitive to certain frequencies as the volume is reduced.  It's somewhat misleading when people say they hear more detail at low volume levels.  They are actually hearing a very upper midrange dominated frequency response which they interpret as more detail.  A well designed loudness control addresses this problem.