Multiple realities
(covers information from several alternate timelines)
(covers information from several alternate timelines)
Quark's moon was, originally, a unspecificed moon sought for purchase by Quark, as a means of defining his own success, which he measured against his cousin Gaila, who owned his own moon. (DS9: "Civil Defense", et al.)
When Quark began working with Gaila, working for Hagath as an arms dealer, Gaila assured him that by taking the job, "[i]n a year, you'll have your own moon," much to Quark's content. (DS9: "Business as Usual")
In an alternate timeline, after the Federation relinquished control of Deep Space 9 to the Klingon Empire, Quark was finally able to purchase such a moon. His brother Rom maintained the facilities on the moon, keeping it from "falling out of orbit". (DS9: "The Visitor")
This moon was only mentioned in dialogue.