Hi Curiouser,
This is not really my area of expertise. I see what you are referring to, it is hard to see how that percent change column can show what it dose when all the other price columns are the same number. I think Roaminoz is correct in saying that it is referring to the previous close. It can also be because the company has not traded for some time, always look at the last trade date column as well.
It is important to remember that this free yahoo data can be a little glitchy at times and is often better suited to US listed companies. If you think something dose not look right with a particular companies data I would recommend checking it against another provider.
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