  This paper introduces new methods to study behaviours among the 52 largest
cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore
evolutionary correlation behaviours and apply a recently proposed turning point
algorithm to identify regimes in market correlation. Next, we inspect the
relationship between collective dynamics and the cryptocurrency market size -
revealing an inverse relationship between the size of the market and the
strength of collective dynamics. We then explore the time-varying consistency
of the relationships between cryptocurrencies' size and their returns and
volatility. There, we demonstrate that there is greater consistency between
size and volatility than size and returns. Finally, we study the spread of
volatility behaviours across the market changing with time by examining the
structure of Wasserstein distances between probability density functions of
rolling volatility. We demonstrate a new phenomenon of increased uniformity in
volatility during market crashes, which we term \emph{volatility dispersion}.
