For starters, the knurled collar is on the shaft backwards. You need to remove it anyway to gain access to the bearing etc..
Loosen the set screw and the collar will pull off the shaft.
Inside the quill body there is a groove close to the end. A retaining ring snaps into that groove to retain the bearing. The internal face of the bearing abuts a shoulder in the bore of the quill.
Apparently some one has been in there before thee since the collar is on backwards. Ask them where the retaining ring is.
Off hand I do not know the exact size of the ring, but it has an od slightly larger than the bearing(35mm) so it snaps into the groove.
When replacing the knurled knob, pull out on the shaft as you push the collar onto the shaft. The raised portion of the knob presses against the inner race of the bearing so as to minimize play in/out of the quill.
There is a second smaller tapered flat that the collar setscrew tightens against. Make sure the set screw is centered across the flat when tightening(same as when installing an arbor to the larger tapered flat.
I hope the retaining ring is between the bearing and the collar. You will need retaining ring pliers to compress the ring so as to install it in the groove.