I've also got a high chair that sits at the table without a tray. I bought a Stokke table top tray which has suction pads that keep it stuck to the table (if you google it or go to the stokke website you should be able to see what I am talking about).

It's great I just put his food straight on there and then wipe it clean when he's done. I think they're great cos they protect your table from being damaged (particularly when they get to the stage of banging their cutlery on the tabletop and you can use them for drawing etc when they get older. They are a bit pricey (about $100) but I figured it was a good investment because I am sure we will be using it for many years to come.