A 0 simply means there are no live orders waiting at that price level right now. The market depth screen shows the real buy and sell orders resting in the order book — so when a level reads 0, nobody is currently queued there. It's a reflection of the market, not an app error. Three situations cause it.
The market is closed
Outside trading hours the order book is empty, so every level shows 0 until orders start coming in. Depth fills up once the market opens — see What are the equity market trading hours?
The instrument is illiquid
A thinly traded stock or a far out-of-the-money option may have few or no resting orders, so some or all five levels show 0 even during market hours. There simply aren't enough buyers and sellers queued — see What is liquidity in the stock market?
The stock is locked at a circuit
When a stock hits its upper circuit there are no sellers left, so the ask (sell) side goes to 0; at the lower circuit there are no buyers, so the bid (buy) side goes to 0. One side of the book empties until the price unlocks — see What are circuit limits or price bands?