| Date | Time | Price (p) | Bid (p) | Ask (p) | Volume | Trade Value (£) | Assumed purchase/sale |
|---|---|---|---|---|---|---|---|
| 20/11/09 | 16:38 | 70.98 | 40,000 | 28,391.48 | ? | ||
| 20/11/09 | 16:38 | 70.98 | 40,000 | 28,392.00 | ? | ||
| 20/11/09 | 16:35 | 71.25 | 73.00 | 68.00 | 6,319 | 4,502.29 | P |
| 20/11/09 | 16:28 | 71.00 | 70.75 | 71.00 | 3,024 | 2,147.04 | P |
| 20/11/09 | 16:27 | 71.00 | 70.75 | 71.00 | 2,000 | 1,420.00 | P |
| 20/11/09 | 16:25 | 71.00 | 70.50 | 71.00 | 1,000 | 710.00 | P |
| 20/11/09 | 16:25 | 71.00 | 70.50 | 71.00 | 16 | 11.36 | P |
| 20/11/09 | 16:25 | 71.00 | 70.50 | 71.00 | 3,199 | 2,271.29 | P |
| 20/11/09 | 16:22 | 71.00 | 70.50 | 71.00 | 14,363 | 10,197.73 | P |
| 20/11/09 | 16:22 | 71.00 | 70.50 | 71.00 | 240 | 170.40 | P |
| 20/11/09 | 16:18 | 71.25 | 70.50 | 71.25 | 1,700 | 1,211.25 | P |
| 20/11/09 | 16:18 | 71.02 | 70.50 | 71.25 | 500 | 355.08 | P |
| 20/11/09 | 16:16 | 71.25 | 70.50 | 71.25 | 340 | 242.25 | P |
| 20/11/09 | 16:15 | 71.61 | 70.50 | 71.25 | 600 | 429.68 | P |
| 20/11/09 | 16:15 | 71.00 | 70.50 | 71.00 | 2,186 | 1,552.06 | P |
| 20/11/09 | 16:15 | 71.00 | 70.50 | 71.00 | 1,614 | 1,145.94 | P |
| 20/11/09 | 16:14 | 70.75 | 70.50 | 71.00 | 2,300 | 1,627.25 | ? |
| 20/11/09 | 16:14 | 70.75 | 70.50 | 70.75 | 1,186 | 839.10 | P |
| 20/11/09 | 16:14 | 70.75 | 70.50 | 70.75 | 100 | 70.75 | P |
| 20/11/09 | 16:14 | 70.75 | 70.50 | 70.75 | 6,393 | 4,523.05 | P |
| 20/11/09 | 16:14 | 70.75 | 70.50 | 70.75 | 235 | 166.26 | P |
| 20/11/09 | 16:13 | 70.75 | 70.50 | 70.75 | 240 | 169.80 | P |
| 20/11/09 | 16:07 | 70.75 | 70.50 | 70.75 | 83 | 58.72 | P |
| 20/11/09 | 16:07 | 70.75 | 70.50 | 70.75 | 3,876 | 2,742.27 | P |
| 20/11/09 | 16:02 | 70.75 | 70.50 | 70.75 | 7,050 | 4,987.88 | P |
| 20/11/09 | 16:02 | 70.75 | 70.75 | 71.25 | 312 | 220.74 | S |
| 20/11/09 | 16:02 | 70.75 | 70.75 | 71.25 | 1,212 | 857.49 | S |
| 20/11/09 | 16:02 | 70.75 | 70.75 | 71.25 | 3,399 | 2,404.79 | S |
| 20/11/09 | 16:02 | 71.00 | 71.00 | 71.25 | 1,443 | 1,024.53 | S |
| 20/11/09 | 15:58 | 71.00 | 71.00 | 71.25 | 1,000 | 710.00 | S |
| 20/11/09 | 15:56 | 71.25 | 71.00 | 71.25 | 6,964 | 4,961.85 | P |
| 20/11/09 | 15:37 | 71.25 | 71.25 | 71.50 | 100 | 71.25 | S |
| 20/11/09 | 15:37 | 71.25 | 71.25 | 71.50 | 108 | 76.95 | S |
| 20/11/09 | 15:36 | 71.25 | 71.25 | 71.50 | 468 | 333.45 | S |
| 20/11/09 | 15:36 | 71.25 | 71.25 | 71.50 | 2,835 | 2,019.94 | S |
| 20/11/09 | 15:36 | 71.25 | 71.25 | 71.50 | 698 | 497.32 | S |
| 20/11/09 | 15:36 | 71.25 | 71.25 | 71.50 | 302 | 215.18 | S |
| 20/11/09 | 15:36 | 71.00 | 71.00 | 71.50 | 2,843 | 2,018.53 | S |
| 20/11/09 | 15:36 | 71.00 | 71.00 | 71.50 | 4,714 | 3,346.94 | S |
| 20/11/09 | 15:35 | 71.00 | 71.00 | 71.50 | 80,000 | 56,800.00 | S |
| 20/11/09 | 15:35 | 71.25 | 71.00 | 71.25 | 870 | 619.88 | P |
| 20/11/09 | 15:32 | 71.00 | 70.75 | 71.25 | 756 | 536.76 | ? |
| 20/11/09 | 15:32 | 71.00 | 70.75 | 71.00 | 42,935 | 30,483.85 | P |
| 20/11/09 | 15:32 | 70.75 | 70.75 | 71.00 | 4,101 | 2,901.46 | S |
| 20/11/09 | 15:30 | 70.98 | 70.50 | 71.00 | 5,000 | 3,549.00 | P |
| 20/11/09 | 15:28 | 70.70 | 70.50 | 71.00 | 1,432 | 1,012.45 | S |
| 20/11/09 | 15:20 | 71.19 | 70.50 | 71.00 | 507 | 360.91 | P |
| 20/11/09 | 15:15 | 70.75 | 70.50 | 70.75 | 2,068 | 1,463.11 | P |
| 20/11/09 | 15:12 | 70.80 | 70.50 | 70.75 | 5,000 | 3,539.90 | P |
| 20/11/09 | 15:11 | 70.75 | 70.75 | 71.00 | 2,500 | 1,768.75 | S |
Assumed Purchase / Sale = is judged on the basis of the trade price in relation to the mid-price at the time the trade is published, e.g. if the trade price is greater than the mid-price, a purchase is assumed. Large trades can be subject to a delay in publication which may result in an unreliable interpretation.