what the reason for low correlation coefficient among price changes vs volume?

what the reason for low correlation coefficient among price changes vs volume and price changes vs numbers of trades, can somebody explain it? what do you thing about that ?

BEGIN_DATE = '2020-01-01 00:00:00'

END_DATE = '2022-12-01 00:00:00'

1m => diff vs volume:-0.0210382478, diff vs no_trades:-0.032355121070100266

5m => diff vs volume:-0.0206634016, diff vs no_trades:-0.020756295216269264

30m=> diff vs volume:-0.0254411112, diff vs no_trades:-0.02413507782538276

1h => diff vs volume:-0.0255476164, diff vs no_trades:-0.028866351597249387

4h => diff vs volume:-0.0318221173, diff vs no_trades:-0.04624056520536702

8h => diff vs volume:-0.0395672391, diff vs no_trades:-0.06275934485755241

12h=> diff vs volume:-0.0410887050, diff vs no_trades:-0.06564180208310462

1d => diff vs volume:-0.0526863300, diff vs no_trades:-0.07247589226891253

3d => diff vs volume:-0.0670512548, diff vs no_trades:-0.0903185692088387

1w => diff vs volume:-0.0865476764, diff vs no_trades:-0.11461263996803152