We define our macrostates by what we can observe about the system. The position and velocity of every individual atom is not something that we can observe even in principle. So I might coarse grain by taking a box of gas and dividing up into one cubic millimeter cubes, and then averaging over the number of atoms. You might divide itup into one cubic centimeter cubes and do the same thing. It does depend absolutely on how you coarse-grain into those macrostates.

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