By reason, however, of keeping observation upon the Palazzo Romanelli I gained considerable knowledge concerning those who came and went. I knew, for instance, that the pretty Flavia was in the habit of meeting in strictest secrecy a good-looking young lieutenant of artillery named Rinaldo Ricci. Indeed, they met almost daily. It struck me as more than curious that on the day after the Admiral had left hurriedly for Rome Zuccari should arrive from Bari, and having taken a room at the Excelsior Hotel, dine at the palazzo. My vigil that night was a long one. I managed to creep up through the grounds and peer through the wooden shutters into the fine, well-furnished _salon_ of the palazzo. It was unoccupied, but upon a table on the opposite side of the room stood the Silver Spider, the strange but exquisite mascot of the Romanelli. No doubt some legend was attached to it, just as there are legends to many family heirlooms. That night I made a further discovery, namely, that when Zuccari left he returned to his hotel, where Flavia's secret lover had a long chat with him. Next day a strange thing happened. While watching the Marchesa I saw her, about eleven o'clock in the morning, walking alone in the Corso Vittorio when she accidentally encountered the banker Zuccari. They passed each other as total strangers! Why? There was some deep motive in that pretended ignorance of each other's identity. Could it be because they feared they were being watched? And yet was not Zuccari a frequent visitor at the Palazzo Romanelli, for it was there I had first met him? In any case, it was curious that Zuccari and young Rinaldo Ricci should be friends apparently unknown to either the Marchesa or to Flavia. In order to probe the mystery I decided that it would be necessary to learn more of Zuccari's movements. Therefore, having watched him call at the Palazzo Romanelli, I waited for him to leave, and at ten o'clock that same night he suddenly departed from Naples for the north. I traveled by the same train. Arrived at Rome, the banker remained at the buffet about half an hour, when he joined the express train for Milan, and all through the day and the night I traveled, wondering what might be his destination. On arrival at Milan, I kept observation upon him. From the chief telegraph office he dispatched a telegram and then drove to the Hotel Cavour, where he engaged a room. At once I telegraphed to Madame to bring Lola and join me at the Hotel de Milan. They arrived next day and I told them of my movements. Three days later Zuccari left the Cavour and traveled to the frontier, little dreaming that he was being so closely followed. Madame and Lola went by the same train, but having discovered that he had bought a ticket for Zurich, I left by the train that followed.