With enough water on Mars to form frost and clouds, direct visual evidence of water ice, and water apparently responsible for the clumpy Martian soil, one would think that there would be the tiniest bit of free water molecules not bound up in ice in the soil of Mars.
With even an extremely small amount of frozen water, it could be detected by measuring how well electricity flows within the soil. That is exactly what the Mars Phoenix Lander did by sticking electrical probes into the soil. Puzzlingly, the measurements seem to indicate that the Martian soil is extremely dry with no unfrozen water.
Where is the missing water? Is it because it's so cold and the atmosphere so thin that water molecules would immediately be bound in ice or evaporated? Or is there actually unfrozen water in the soil, but some special chemical property of the soil affects the electrical conductivity? I guess we'll hear what's likely from the Phoenix scientists soon enough.