In my Amazon Book "How to Succeed in the Workplace: An Insider's Guide to Earning Promotions Faster!", I have a complete chapter on interviewing with over 50 questions you may be asked, detailing what the question is really getting at, and appropriate responses. Here is an excerpt on the question you were asked:

11. Do you have any questions for me?
    

First of all, see the section in this chapter on questions NOT to ask! Early in my career, I was in an interview and was thrown by this question. I wasn't expecting anyone to ask me what questions I had. I panicked and quickly asked about benefits. I could instantly tell that the manager had just lost all interest in me.

What the interviewer is looking for are queries that show you are interested in this job. Ask the hiring manager questions about what you can expect in this position. You want to ask questions that show that your skills can make you successful with this company, for example, "I really enjoy helping others to develop. Are there any chances for me to do that with this role?"

Please don't say, "No, I don't have any questions." That shows you have no real interest in this job. Do enough research on this company so that you don't ask a question that is obvious from the company's internet page--"Do you still build computers, there was a rumor a while back that your company was getting out of that business?" Asking a question based on what you learned from your research should help score you points!

Other good questions would be: • What are the most important short-term issues I will need to tackle in this role? • What kind of performance appraisal system is used at this company? • Is there anything I need to do differently or better than the person I would be replacing? • Does this company have a record of hiring top talent externally or promoting from within the ranks of the corporation? • What do you think this company's strengths are, compared to XXXX (the largest competitor)?

You should also use this time to ask questions that will ensure the company will be a good fit for you. For example, "I know that I will be working for the prison system, but exactly where will I be sitting while doing this coding project?" If you are claustrophobic, you need to quickly find out if the servers and work-stations are buried deep inside the prison past several locked gates. If you have young kids, you need to find out how much travel is involved with the job.

If you have multiple companies who are interested in you, I'd use this question to differentiate the two, to help you pick. For example, ask what type of training and classes the company offers. You can phrase it something such as: "I know that I need to continue learning in order to increase my value to the organization each year. What type of training is offered? Are there budgets for training towards obtaining professional certifications?" Be wary of any organization which claims that people are their greatest asset, yet the company won't spend a dime of profits on classes to help the staff improve.

Can you tell me more about the day-to-day responsibilities of this job?