Does the density of a substance depend on its volume? From the masses?

The density of a substance does not depend on mass and volume.
Different substances: They are made up of different particles that have different sizes and different distances between particles. For example, in iron, the distance between particles is much less than the distance between wood particles. In equal volumes, more particles are placed in iron. Therefore, iron is heavier. This difference characterizes density. Knowing the mass and volume, you can calculate the density of the substance:
ρ = m / v, ρ is the density, m is the mass, v is the volume. Measured by 1kg / cubic meter.