Performance of a sequence of SQL queries using SqlDataReader

I need to perform a sequence of SQL queries in C#. The queries look similar to these:

...
select top 1 [time],[value] from [table] where [time]<='T0' and [param]='1' order by [time] desc
select top 1 [time],[value] from [table] where [time]>='T0' and [param]='1' order by [time] asc
select top 1 [time],[value] from [table] where [time]<='T1' and [param]='1' order by [time] desc
select top 1 [time],[value] from [table] where [time]>='T1' and [param]='1' order by [time] asc
select top 1 [time],[value] from [table] where [time]<='T2' and [param]='1' order by [time] desc
select top 1 [time],[value] from [table] where [time]>='T2' and [param]='1' order by [time] asc
select top 1 [time],[value] from [table] where [time]<='T3' and [param]='1' order by [time] desc
select top 1 [time],[value] from [table] where [time]>='T3' and [param]='1' order by [time] asc
...

As you can see, I request pairs of (time, value)-tuples for each time T in (T0, T1, T2, ...) where on query of each pair is the tuple "right before" and the other "right after" a certain point in time T. Each single request takes less than 1 millisecond (according to SQL Profiler in SMSS 2012 Express).

In my program (C#.NET) I perform a sequence of those queries using SqlDataReader. However, each query takes approximately 12-20 milliseconds which is far beyond what I expected and which is just not acceptable for my purposes. It seems to me that the overhead of the SqlDataReader is the problem, isn't it?

To code looks similar to this:

foreach (int x = 0; x < screen.width; ++x)
{
    time T = pixel2time(x);

    string cmd = "select top 1 [time],[value] from [table] where [time]<='" + T.ToString() + "' and [param]='1' order by [time] desc";
    SqlCommand scmd = new SqlCommand(cmd, con);

    // The time from here ...
    SqlDataReader reader = scmd.ExecuterReader();
    // ... to here takes about 12-20 milliseconds
    // the same query in SQL Profiler takes 
    // "0 milliseconds"

    if (reader.Read())
    {
        ...
    }
}

(I am plotting a time-value sequence and request for each pixel representing a certain time T on the x-axis the time-value tuple "right before" T and "right after" T to determine the y-value of this pixel. Hence, depending on the screen/window width I may have about 1000 pixels, with conequently 2 x 1000 queries, each taking ~12 milliseconds = 24 seconds. This is far too much for plotting a graph. Further, I have a sequence of 10,000,000 million entries in the database with indexing etc which should give an access time for each query of O(log n), so the database with a query time of less than one millisecond is fine. The problem is just the .NET framework, (or maybe networking?) and the issue that I can't find a more efficient solution.)

How can I solve this performance problem?

I tried/considered the following approaches:

(1) Combining the sequence to a single query to be executed by a single SqlDataReader using "union" statement didn't worked. I guess this is because of some kind incompatibility of "union" with the "order by" statement. Do you know more about this?

Edit: (Update)

select top 1 [time],[value] from [table] where [time]<='T0' and [param]='1' order by [time] desc
union all
select top 1 [time],[value] from [table] where [time]>='T0' and [param]='1' order by [time] asc

Gives the error 'Msg 156, Level 15, State 1, Line 2 Incorrect syntax near the keyword 'union'.'

Each separate query works fine. Do I have a syntax error? Thanks.

(2) I am sure that a stored procedure does not give any benefit since the time for executing a single query takes less than one millisecond in SMSS.