The Quincke effect is an electrohydrodynamic instability which gives rise to a torque on a dielectric particle in a uniform DC electric field. Previous studies reported that a sphere initially resting on the electrode rolls with steady velocity. We experimentally find that in strong fields the rolling becomes unsteady, with time-periodic velocity. Furthermore, we find another regime, where the rotating sphere levitates in the space between the electrodes. Our experimental results show that the onset of Quincke rotation strongly depends on particle confinement and the threshold for rolling is higher compared to rotation in the hovering state.