This common data format, where the first row of data has column names, and the following rows are values, is easy to convert to a dataset with AssociationThread.
list = {{"date", "time", "volume"}, {a1, a2, a3}, {b1, b2, b3}, {c1, c2, c3}};ds = Dataset[AssociationThread[First@list, #] & /@ Rest@list]Often, data from comma-separated values and other tabular file formats is arranged in the same way. For example, it's easy to import a CSV file to a dataset with the HeaderLines option. This avoids the need to convert an imported array.
ds = Import["file.csv", "Dataset", HeaderLines -> 1]