A suggestion made on this site earlier this month was to lay the bulbs under chicken wire before filling in with earth. (Sorry I do not recall exactly who made this suggestion, but I hope they don't mind my passing it on.)

Dried chilli flakes scattered on the ground over the bulbs are supposed to deter squirrels.

I use green coated chicken wire over the area if its not too big and tuck it in and under round the edges on the surface after i have finished planting. I often do this in the garden or with pots until the green shoots appear in whatever plant I am doing and then remove it. Keeps cats off too.

And just a thought. How deep did you plant the bulbs. A good 4 inches deep is recommended and that might just be too deep for the squirrels (although i am not certain about that.)

I'd have said 4 inches wasn't deep enough for large daffodil bulbs - more like 6 inches. We don't have a problem with squirrels but folks that do tend to put chicken mesh just under the surface so that the bulbs can grow through but the squirrels can't get to them

Thank you to all for the chicken wire suggestions. Bought some today - hope it does the trick.