Dynamics at lower volumes?

1. Speakers need a very good signal to noise ratio. Eectrostatics, for example.
2. Tubes compress dynamics. This acts as a loudness control at low volumes giving the impression of greater dynamics. The ear is most sensitive in the upper midrange and the least in the bass.
Short answer, listen to some Quads and some very quiet tube amps.

I noticed that my Aerial 9's are able to sound great at low to moderate sound levels. Some speakers sound much better at higher volumes. Maybe it is the array that features a larger number of medium size drivers.

1) Horns
2) Revel Ultima Salon 2's