25 November 2016 Last updated at 18:30 GMT
Fazila Aswat and Sandra Major were leaving a car with Mrs Cox ahead of a surgery in Birstall, West Yorkshire, in June when the MP was shot and stabbed.

The Civil Aviation Authority revoked the airline's safety licence in October 2015. The firm contracted other companies until it pulled out in January.
Passengers are trying to get their money back on journeys booked before LinksAir stopped providing the service.
The Welsh Government called the situation "wholly unacceptable".
Letters have been sent to creditors by Yorkshire-based insolvency practitioners Redman Nichols Butler - informing them that a meeting is to be held on 1 April in Driffield, East Yorkshire.
Stella Flemmings, Redman Nichols Butler practice manager, said: "The directors of the company have asked us to assist them in putting the company into liquidation and there will be a creditors meeting on 1 April."
Passenger Alan Hughes from Caernarfon told BBC Wales he lodged a claim with LinksAir to be reimbursed with the Â£180 cost of two return tickets scheduled for the end of February.
He said: "As private individuals, we go to the end of the queue, don't we. The taxman will take priority. From previous experience, {people have} ended up with nothing.
"I'm disappointed - I don't want to give somebody Â£180 and not get anything back.
"I'm disappointed also that the Welsh Assembly Government have been very quiet on this issue. I don't know whether or not we have any redress there or not, but I just feel that over 200 people have been badly let down."
A Welsh Government spokesman said: "Although this is a matter for Links Air and the administrator to resolve, we are aware that some passengers who had bookings with the company before it stopped operating the Intra Wales Air Service in January, have not received refunds from Links Air. This is wholly unacceptable and we hope the administrator considers these matters as part of the liquidation process."
A new airline has since been appointed to run the service.
The BBC has asked LinksAir for a comment.
Jo Cox's assistants, who were with the MP when she was murdered, have spoken about coping with the "surreal" loss of both a colleague and friend.
[NEXT_CONCEPT]
A former provider of the Anglesey to Cardiff air route is set to go into liquidation, BBC Wales has learned.