Every report shows its source in small text under the results, for example "Data: Own engine" or the name of a data provider, and whether it was a cached result.
Own engine
The site's own collectors read search suggestions, search result pages, and the websites themselves. Search volumes and authority scores from the own engine are estimates: volumes are shown as a range with a confidence label.
Data providers
The site owner may connect data providers for some reports. Their numbers, such as exact monthly volumes, come straight from that provider.
Cached results
Results are saved for a while and shared, so asking again is instant and free. Rank checks and audits always use fresh data for their date.