In chapter 8 in The Autobiography of Malcolm X, what was Billie Holidays nickname, and why was she called that?

In Chapter 8 of The Autobiography of Malcolm
X, Billie Holliday is also known as "Lady Day."  Look on page 132 to find the
answer.

Malcolm describes how she would come over to his
table at the Onyx Club.  On the night Malcolm had it out with West Indian Archie, "Lady
Day" came over to his table to ask what was wrong.  Malcolm says she knew he was always
high, and on this night, she thought he looked
worried:

readability="7">

...she knew me well enough to see something else
was wrong, and asked in her customary profane language what was the matter with
me.

Malcolm then describes
her death, which happened years later.  It was drug
related:

That
was the last time I ever saw Lady Day.  She's dead; dope and heartbreak stopped that
heart as big as a barn and that sound and style that no one successfully copies.  Lady
Day sang with the soul of Negroes from the centuries of sorrow and
oppression.