The kind that will seal per the system's requirements given the temperatures, velocities, forces, and media flowing through that valve.

Which only you know at this point.

Are we not looking at an O-ring?

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I interpreted OP's vague question as relating to what type of face gasket should seal to the ball valve body.

There's definitely an o-ring in there to seal the removable part of the housing that permits removal of the ball/packing.

I don't think a gasket seems to be required at all.

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Assuming the two arrows are indicated on purpose (left and right side), am guessing this is pointing out to the sealing of the faces on each side of the valve body; question being which type of gasket is to be applied.
I am not expert on the subject, but I guess it depends on which conditions you are sealing against (fluid, temperature etc), service, materials (roughness, finishing etc). Googling the valve model did not help very much.
Cant see how the OP question can be answered with such vague problem description.

Edit: by the way, the parts that are supposed to be fitted on each side of the body seems to be attached with screws located on the bottom of the picture. I am wondering how come there is no screws or similar devices on the top as well to ensure the parts are properly fitted against the body with forces being distributed more homogeneously. Just a thought...maybe I am missing something, can someone help me understand?

I don't see any sealable surface that the left arrow is pointing to. That is of solid construction. Many valves of this type will only have an O-ring sealing the insert side, backing up a screwed-in retainer for the ball, however I see no evidence of threading used there either.

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