Whose Number is Bigger?

Ali and Zoe reach into a bag that they know contains nine lottery balls numbered 1-9. They each take one ball out to keep and they look at it secretly. Then, they make the following statements, in order:

Ali: "I don't know whose number is bigger." 

Zoe: "I don't know whose number is bigger either." 

Ali: "I still don't know whose number is bigger." 

Zoe: "Now I know that my number is bigger!"

Assuming Ali and Zoe are perfectly logical, what is Zoe's smallest possible number?

Whose Number is Bigger?

'This' is that smallest possible number!

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