Sets avoiding integral distances

We study open point sets in Euclidean spaces $\mathbb{R}^d$ without a pair of points an integral distance apart. By a result of Furstenberg, Katznelson, and Weiss such sets must be of Lebesgue upper density zero. We are interested in how large such sets can be in $d$-dimensional volume. We determine the lower and upper bounds for the volumes of the sets in terms of the number of their connected components and dimension, and also give some exact values. Our problem can be viewed as a kind of inverse to known problems on sets with pairwise rational or integral distances.