How can I select all rows based on the AVG calculated in another column?

You seem to want aggregation and a HAVING clause:

SELECT symbol, avg(volume)
FROM etf_daily 
GROUP BY symbol
HAVING AVG(volume) > 1000000 ;

EDIT:

Based on your comment, use window functions:

SELECT d.*
FROM (SELECT d.*, 
             AVG(volume) OVER (PARTITION BY symbol) as symbol_avg
      FROM etf_daily d
     ) d
WHERE symbol_avg > 1000000 ;