Gas molecules don't necessarily have more kinetic energy than liquid -- it depends on the temperature. If you raise the temperature past the boiling point, it will change to gas. But below the boiling point, you can have gas (called vapor) and liquid in equilibrium at the same temperature.
The volume of a gas is greater since the molecules spread out to fill the container. In a liquid, the molecules are stuck to each other, so they don't fill the whole container (just the bottom, assuming gravity is pulling them down).