Disclaimer: I am not familiar with hypersonic sql dialect.
The following may help you get where you need, it seems to get what you want on mysql.
select subq.*,
st_before.quantity QUANTITY_BEFORE,
st_after.quantity QUANTITY_AFTER,
st_before.price PRICE_BEFORE,
st_after.price PRICE_AFTER
from (
select
max_id stock_id,
date_before,
date_after
from
(
SELECT id max_id,max(date) date_after
FROM STOCK
GROUP BY ID
) mx
join
(
SELECT stock.id min_id,min(stock.date) date_before
FROM STOCK
join (
SELECT id,max(date) date_after
FROM STOCK
GROUP BY ID
) mmx
on stock.id = mmx.id
and datediff(mmx.date_after, stock.date) < 1
GROUP BY stock.ID
) mn
on mx.max_id = mn.min_id
) subq
join stock st_before
on st_before.id = subq.stock_id
and st_before.date = subq.date_before
join stock st_after
on st_after.id = subq.stock_id
and st_after.date = subq.date_after
order by stock_id
;