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How to read a raw disk without locking/dismounting the volume, using Win32 API?

This StackOverflow question has an answer that requires the volume to be locked/dismounted, but it seems this is not necessarily required. When I use the hex editor HxD (Tools > Open disk) to open a volume (logical disks) or a physical disk, I can open C: and even the SSD it is in seamlessly. I can keep using the C drive without problems, and HxD updates its content.