m.ardito's answer gives good suggestions about the modeling of the grid itself.
If, as I understand, you're less concerned about its modeling but more about the appearance, you may then want to tweak your camera settings in order to give a better understanding of the grid's shape and optical depth.
Indeed, any finite grid, if seen through a perspective camera, won't appear as equally spaced lines, which is the kind of appearance that you say you'd expect.
Try one of the following:
1) equally spaced lines
To obtain equally spaced lines, I can only suggest to switch your camera from
(Select the camera, go to the object data settings, choose
Orthographic, adjust the
Orthographic scale and the position of your camera as you like)
or 2) perception of optical depth
Otherwise, you can keep your perspective camera and add some focus blur to highlight the different depth of each grid line.
(Select the camera, go to the object data settings, set your central object (
sphere.010 in your case) as the
focus point, set a
radius and adjust the position of your camera as you like)
This one uses a radius of 0.4 and an
Emission shader with a dark blue color for the grid lines, instead of a transparent shader.