I have ticked "Gather coverage data" and run the unit test, however Xcode shows "No Coverage Dat".
All Unit test are passed. Xcode 7 is used
This is pretty old, but in case anyone else runs into this issue:
I also had to turn on "Enable Code Coverage Support" in Build Settings.
Enable Code Coverage Support screenshot
(For clarity, this is from Xcode 7.3.1)