It is Sunna to perform spiritual retreat during the last ten days of Ramadan. 'Abd Allah (R.A) 'Umar (Radiya-Llahu 'anhuma) said:

أَنَّ رَسُوْلَ اللهِ ﷺ كَانَ يَعْتَكِفُ الْعَشْرَ الأَوَاخِرَ مِنْ رَمَضَانَ. ‘The holy Prophet (pbuh) used to perform spiritual retreat during the last ten days of Ramadan.’