Well, I'm glad you asked. Electricity follows the path of least resistance, which is why it starts at the bottom where the wires are closest. The arc is very hot, so it heats the air above it, make it more conductive. The arc moves up to that more conductive area, heating the air above that. It does this continuously until it gets to the point where the arc to just too long. At this point, it starts over at the bottom.
If you're going to have this on display, you should build an enclosure to keep people from touching it. I didn't go into how to build an enclosure, you can figure that out yourself and write your own instructable about it.