When it is very cold (well below freezing) the snowflakes tend to be smaller and they do not stick together as well. To get snow the temperatures need to be cold enough to allow the snowflake to fall to the surface without melting. There also needs to be clouds that build up enough to develop the snow.
How does snow become cold?
Snow forms when the atmospheric temperature is at or below freezing (0 degrees Celsius or 32 degrees Fahrenheit) and there is a minimum amount of moisture in the air. If the ground temperature is at or below freezing, the snow will reach the ground. ... While it can be too warm to snow, it cannot be too cold to snow.
Why is snow not cold?
But the atmosphere must contain moisture to generate snow--and very cold air contains very little moisture. Once the air temperature at ground level drops below about -10 degrees Fahrenheit (-20 degrees Celsius), snowfall becomes unlikely in most places.