I can’t understand why my SQL doesn’t work

INSERT INTO per_sec_without_gaps
    SELECT
        row_number() OVER() AS Index,
        UTCDateTime AS TimeKey,
        (SELECT CASE WHEN CAST(without_gaps.UTCDateTime AS TIME) > CAST(min(UTCDateTime) AS TIME) 
                    THEN first(UTCTradeDate) ELSE last(UTCTradeDate) END FROM per_sec),
        CAST(UTCDateTime AS TIME),
        (SELECT CASE WHEN CAST(without_gaps.LocalDateTime AS TIME) > CAST(min(LocalDateTime) AS TIME) 
                    THEN first(LocalTradeDate) ELSE last(LocalTradeDate) END FROM per_sec),
        CAST(LocalDateTime AS TIME),
        (SELECT last(Ticker) FILTER(Ticker IS NOT NULL AND UTCDateTime <= TimeKey) FROM per_sec),
        (SELECT last(BidPrice) FILTER(BidPrice IS NOT NULL AND UTCDateTime <= TimeKey) FROM per_sec),
        (SELECT last(AskPrice) FILTER(AskPrice IS NOT NULL AND UTCDateTime <= TimeKey) FROM per_sec),
        NULL,
        (SELECT last(BidQuantity) FILTER(BidQuantity IS NOT NULL AND UTCDateTime <= TimeKey) FROM per_sec),
        (SELECT last(AskQuantity) FILTER(AskQuantity IS NOT NULL AND UTCDateTime <= TimeKey) FROM per_sec),
        NULL
    FROM without_gaps

The most strange thing is that sometimes it works correct but sometime not, I mean with the same input it can produce different output and I have no idea what depends on it

I try different approaches – Window function JOIN before do it but nothing works