I was told by my piano salesman that I needed to keep the humidity level in the piano room at at least 50% for the purposes of the 5 year guarantee. During the recent, and other, cold snaps it's been as low as 40%, but I have a humidifier in there for such eventualities. It's not a big device in a room about 3.5 * 3.5 * 2.5, so a fair bit of volume. It seems to bring the level up by 3 or 4% overnight.
Fortunately, the piano is a Blüthner, which I understand to be one of the more stable makes when it comes to tuning etc. It's still in tune despite the dry, cold spell.