You can find some more information here:
http://www.symantec.com/threatreport/topic.jsp?id=vulnerability_trends&aid=zero_day_vulnerabilities
http://en.wikipedia.org/wiki/Zero-day_attack
Zero-Day Vulnerabilities
Background
Zero-day vulnerabilities are vulnerabilities against which no vendor has released a patch. The absence of a patch for a zero-day vulnerability presents a threat to organizations and consumers alike, because in many cases these threats can evade purely signature-based detection until a patch is released. The unexpected nature of zero-day threats is a serious concern, especially because they may be used in targeted attacks and in the propagation of malicious code.
Methodology
Zero-day vulnerabilities are a sub-set of the total number of vulnerabilities documented over the reporting period. A zero-day vulnerability is one that appears to have been exploited in the wild prior to being publicly known. It may not have been known to the affected vendor prior to exploitation and, at the time of the exploit activity, the vendor had not released a patch. The data for this section consists of the vulnerabilities that Symantec has identified that meet the above criteria.