Blending Options-Outer Glow
Blending Options-Inner Glow
Blending Options-Gradient Overlay
Gradient’s parameters: 
Choose the same
Ellipse Tool (U) to represent that necessary layer that would give volume to the sphere.

Click on the
Add a Mask on the layers and apply the
Eraser Tool (E) to erase the unnecessary elements the way it is shown on the next picture.
