Providing liquidity doesn't necessarily mean HFT. It doesn't even necessarily mean classical market making.
Here's how I like to think about liquidity. It's the market's ability to absorb random imbalances in the non-informed order flow (while still correctly engaging in price discovery for informed order flow). In other words it looks a lot like what economists call price elasticity. Having a lot of participants who are very price sensitive makes prices stable by keeping demand responsive to small fluctuations.
On the very short horizon that's done by market makers and HFT participants. They're quoting a tight two-sided market so that as orders arrive the price remains stable. But HFTs keep very small inventories[1]. They're unable to absorb the typical imbalance seen on the scale of hours, or even minutes.
There exists a secondary class of participants, usually grouped under the catchall category of "stat-arb", that exist to fill this need. They're still trading directionally, but that direction is very sensitive to recent price moves on the scale of hours or even minutes. Moreover they tend to overwhelmingly trade in a mean-reverting manner.[2] Effectively these participants "provide liquidity" in the sense that they're stepping in and absorbing imbalances in the natural order flow.
[1]https://www.cftc.gov/sites/default/files/idc/groups/public/@...
[2]https://web.mit.edu/Alo/www/Papers/august07.pdf