That cog is keyed to the shaft by a woodruff key, a small half moon shaped piece of metal that fits into a groove in the cog and a notch in the shaft. The woodruff key prevents the cog from slipping on the shaft. Yours is definitely slipping. Remove the cog and inspect the woodruff key. It may be missing from the assembly.
The gear is attached to the shaft by the large slotted screw you can see in the center of it. Behind the screw head is a toothed lock washer that is supposed to prevent the screw from coming loose. If the woodruff key is missing, the lock washer will have difficulty doing it's job as the cog will be spinning on the shaft.
The threads in the cog are there for the puller tool to thread into to facilitate cog removal.
The gear is attached to the shaft by the large slotted screw you can see in the center of it. Behind the screw head is a toothed lock washer that is supposed to prevent the screw from coming loose. If the woodruff key is missing, the lock washer will have difficulty doing it's job as the cog will be spinning on the shaft.
The threads in the cog are there for the puller tool to thread into to facilitate cog removal.