| Date | Time | Price (p) | Bid (p) | Ask (p) | Volume | Trade Value (£) | Assumed purchase/sale |
|---|---|---|---|---|---|---|---|
| 03/07/09 | 16:35 | 125.00 | 125.00 | 116.50 | 5,122 | 6,402.50 | P |
| 03/07/09 | 16:15 | 125.25 | 125.25 | 126.25 | 27 | 33.82 | S |
| 03/07/09 | 16:09 | 126.20 | 125.25 | 126.25 | 5,000 | 6,310.00 | P |
| 03/07/09 | 16:07 | 125.25 | 125.00 | 125.25 | 700 | 876.75 | P |
| 03/07/09 | 16:07 | 125.25 | 125.00 | 125.25 | 800 | 1,002.00 | P |
| 03/07/09 | 15:59 | 125.04 | 126.00 | 126.75 | 102,012 | 127,555.24 | S |
| 03/07/09 | 15:50 | 126.75 | 126.75 | 127.00 | 598 | 757.96 | S |
| 03/07/09 | 15:50 | 126.75 | 126.75 | 127.00 | 1,070 | 1,356.23 | S |
| 03/07/09 | 15:50 | 126.75 | 126.75 | 127.00 | 2,000 | 2,535.00 | S |
| 03/07/09 | 15:44 | 126.50 | 126.50 | 127.00 | 60 | 75.90 | S |
| 03/07/09 | 15:44 | 126.50 | 126.25 | 126.50 | 120 | 151.80 | P |
| 03/07/09 | 15:44 | 126.50 | 126.25 | 126.50 | 619 | 783.04 | P |
| 03/07/09 | 15:43 | 126.50 | 126.25 | 126.50 | 381 | 481.96 | P |
| 03/07/09 | 15:43 | 126.50 | 126.25 | 126.50 | 170 | 215.05 | P |
| 03/07/09 | 15:43 | 126.50 | 126.25 | 126.50 | 2,000 | 2,530.00 | P |
| 03/07/09 | 15:42 | 125.75 | 125.50 | 125.75 | 178 | 223.84 | P |
| 03/07/09 | 15:38 | 125.75 | 125.50 | 125.75 | 622 | 782.17 | P |
| 03/07/09 | 15:23 | 125.50 | 125.00 | 125.50 | 1,000 | 1,255.00 | P |
| 03/07/09 | 15:16 | 126.00 | 125.00 | 126.00 | 900 | 1,134.00 | P |
| 03/07/09 | 15:15 | 125.25 | 125.00 | 125.25 | 75 | 93.94 | P |
| 03/07/09 | 15:15 | 126.00 | 125.00 | 125.25 | 2,500 | 3,150.00 | P |
| 03/07/09 | 15:07 | 125.12 | 125.00 | 125.25 | 785 | 982.23 | ? |
| 03/07/09 | 15:04 | 125.25 | 125.00 | 125.25 | 625 | 782.81 | P |
| 03/07/09 | 15:04 | 125.25 | 125.00 | 125.25 | 1,335 | 1,672.09 | P |
| 03/07/09 | 14:48 | 125.25 | 125.00 | 125.25 | 59 | 73.90 | P |
| 03/07/09 | 14:48 | 125.25 | 125.00 | 125.25 | 2,000 | 2,505.00 | P |
| 03/07/09 | 14:47 | 125.50 | 125.50 | 125.75 | 494 | 619.97 | S |
| 03/07/09 | 14:47 | 125.50 | 125.50 | 125.75 | 240 | 301.20 | S |
| 03/07/09 | 14:47 | 125.50 | 125.50 | 125.75 | 48 | 60.24 | S |
| 03/07/09 | 14:45 | 125.50 | 125.25 | 125.50 | 200 | 251.00 | P |
| 03/07/09 | 14:18 | 126.27 | 125.25 | 126.75 | 420 | 530.32 | P |
| 03/07/09 | 14:14 | 126.68 | 125.25 | 126.75 | 3,947 | 4,999.86 | P |
| 03/07/09 | 14:07 | 126.68 | 125.25 | 126.75 | 301 | 381.29 | P |
| 03/07/09 | 13:53 | 126.75 | 125.25 | 126.75 | 20 | 25.35 | P |
| 03/07/09 | 13:53 | 126.75 | 126.75 | 127.00 | 1,754 | 2,223.20 | S |
| 03/07/09 | 13:53 | 127.00 | 126.75 | 127.00 | 2,012 | 2,555.24 | P |
| 03/07/09 | 13:53 | 126.75 | 125.75 | 126.75 | 746 | 945.56 | P |
| 03/07/09 | 13:52 | 126.75 | 125.25 | 126.75 | 1,660 | 2,104.05 | P |
| 03/07/09 | 13:51 | 125.75 | 125.00 | 125.75 | 400 | 503.00 | P |
| 03/07/09 | 13:51 | 125.75 | 125.00 | 125.75 | 600 | 754.50 | P |
| 03/07/09 | 13:51 | 125.75 | 125.00 | 125.75 | 2,000 | 2,515.00 | P |
| 03/07/09 | 13:25 | 125.25 | 125.00 | 125.25 | 2,000 | 2,505.00 | P |
| 03/07/09 | 13:24 | 125.50 | 125.25 | 125.50 | 422 | 529.61 | P |
| 03/07/09 | 13:24 | 125.50 | 125.25 | 125.50 | 165 | 207.08 | P |
| 03/07/09 | 12:57 | 125.50 | 125.50 | 125.75 | 1,182 | 1,483.41 | S |
| 03/07/09 | 12:52 | 126.00 | 126.00 | 126.25 | 153 | 192.78 | S |
| 03/07/09 | 12:49 | 126.00 | 126.00 | 126.25 | 100 | 126.00 | S |
| 03/07/09 | 12:49 | 125.50 | 125.00 | 125.50 | 500 | 627.50 | P |
| 03/07/09 | 12:49 | 125.50 | 125.00 | 125.50 | 453 | 568.52 | P |
| 03/07/09 | 12:49 | 125.00 | 125.00 | 125.25 | 219 | 273.75 | 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.