I subscribe to a daily download of SPX option quotes at 1 min intervals. Every morning I download quotes for the previous day, run some data validation checks, and use them, cumulatively, for backtesting. In one of the daily files I recently found a few quotes with $0 Ask price & 0 Ask size. The Bid prices and sizes had reasonable values, consistent with the minutes before and after. The Bid prices were anywhere from <$1 to >$200. When I asked the data provider about this, they said, and I quote ...... "It means nothing was there to trade, no quotes either." I've never heard of that market condition. Is anyone else familiar with that ?