But would this sphere of water have enough mass to hold itself together as a sphere in space? Put aside it freezing into a ball of ice as a thought exercise.
The freezing-into-a-ball-of-ice is relevant here. A body that small can't hold on to water vapor at anything a human would consider a reasonable temperature; the average velocity of light gases at human-sane temperatures is high enough to overcome their escape velocity. See [1] for a log-log plot of what gases a body can hold onto - even Mars, which is much larger and denser than a Ceres-sized ball of water, has lost most of its water (although other factors like the solar wind are contributors there).
A cold enough body, though, has a low enough vapor pressure that this isn't relevant even over cosmological timescales. That's why Europa can can have a stable icy surface. It's far enough from the Sun (and has a low enough albedo) that it's very very cold (about 100K), and at that temperature ice doesn't sublimate very much.
TLDR: a Ceres-sized ball of water could hold itself together, but only as long as it stayed water. But it wouldn't be able to. Either it'd be cold enough to freeze over at the surface, or hot enough to evaporate into vapor that would escape.
Given that water gets lighter when cooling down right above its fusion temperature, and that ice is a pretty good insulator. You'd have liquid water below an ice crust for a lot of time. It would eventually freeze entirely and be slowly eaten by the Sun's radiations. But that would take a pretty long time (well on a human scale).
Yeah, that's why I specified freeze over and not freeze through, although without doing the math I'm pretty sure it'd still freeze through on solar system timescales without radioactive (as in Earth's own mantle's case) or tidal (Enceladus, Europa, possibly Triton and Ganymede) heating.
Depends on the temperature. At Earth-like temperatures, yes, it would. The transition between the two is around 175 K, give or take; below about 150 K ice is quite stable in a vacuum even over astronomical timescales; above 200 K it sublimates rapidly. (Surface liquid water is never stable in a vacuum or thin atmosphere regardless.)
The rate of evaporation ramps up exponentially, from ~irrelevant at the bottom of that range to fast at the top. (For a body of this size, any resulting vapor would be quickly lost at these temperatures, so the rate of evaporation is effectively the rate of water loss as well.)
This is why Jupiter can have icy moons (temperature ~100 K), but ice sublimates quickly on Mars (~200 K).
Going from a liquid to a gas takes energy, which rapidly lowers the temperature of what remains. Net result most of the water freezes without some external energy source. Sublimation then lowers the temperature of the ice until near absolute zero, again unless there’s some external energy source.
i knew there would be someone to just try to get out of the answer by failing to just go with the spirit of the question by being pedantic. even my own attempt at dispel pedantry just allowed for even more pedantry.
The sphere of water would have a surface gravity of 0.016 g, 1.6% of Earth's gravity, 1/10th of the Moon's gravity. So yes, it would gravitate into a ball shape, aside from slowly boiling off if it's inside the orbit of Mars (our 32°F Goldilocks Zone) or freezing if it's farther out.
