| Date | Time | Price (p) | Bid (p) | Ask (p) | Volume | Trade Value (£) | Assumed purchase/sale |
|---|---|---|---|---|---|---|---|
| 30/07/10 | 16:37 | 35.52 | 12,487 | 4,435.88 | ? | ||
| 30/07/10 | 16:35 | 35.75 | 35.50 | 35.75 | 42,085 | 15,045.39 | P |
| 30/07/10 | 16:33 | 36.00 | 37.00 | 35.00 | 100,000 | 36,000.00 | ? |
| 30/07/10 | 16:29 | 35.69 | 34.75 | 36.00 | 669 | 238.75 | P |
| 30/07/10 | 16:28 | 36.00 | 34.75 | 36.00 | 6,356 | 2,288.16 | P |
| 30/07/10 | 16:28 | 36.00 | 34.75 | 36.25 | 10,000 | 3,600.00 | P |
| 30/07/10 | 16:28 | 36.00 | 34.75 | 36.25 | 10,000 | 3,600.00 | P |
| 30/07/10 | 16:28 | 36.00 | 34.75 | 36.25 | 10,000 | 3,600.00 | P |
| 30/07/10 | 16:28 | 36.00 | 34.75 | 36.25 | 10,000 | 3,600.00 | P |
| 30/07/10 | 16:27 | 35.75 | 34.75 | 36.00 | 1,000 | 357.50 | P |
| 30/07/10 | 16:27 | 36.25 | 34.75 | 36.00 | 140 | 50.75 | P |
| 30/07/10 | 16:27 | 36.00 | 34.75 | 36.00 | 10,000 | 3,600.00 | P |
| 30/07/10 | 16:23 | 35.12 | 34.75 | 36.00 | 2,797 | 982.45 | S |
| 30/07/10 | 16:23 | 35.25 | 34.75 | 36.00 | 3,504 | 1,235.16 | S |
| 30/07/10 | 16:22 | 35.12 | 34.75 | 35.25 | 7,045 | 2,474.56 | P |
| 30/07/10 | 16:17 | 35.25 | 34.75 | 35.25 | 2,611 | 920.38 | P |
| 30/07/10 | 16:12 | 35.00 | 35.00 | 35.25 | 228 | 79.80 | S |
| 30/07/10 | 16:12 | 35.00 | 34.75 | 35.25 | 562 | 196.70 | ? |
| 30/07/10 | 16:05 | 35.04 | 35.00 | 35.25 | 12,250 | 4,291.79 | S |
| 30/07/10 | 16:05 | 35.00 | 35.00 | 35.25 | 1,938 | 678.30 | S |
| 30/07/10 | 16:05 | 35.00 | 35.00 | 35.25 | 861 | 301.35 | S |
| 30/07/10 | 16:05 | 35.25 | 35.00 | 36.00 | 705 | 248.51 | S |
| 30/07/10 | 16:05 | 35.25 | 35.00 | 36.00 | 4,581 | 1,614.80 | S |
| 30/07/10 | 16:05 | 35.25 | 35.00 | 36.00 | 2,517 | 887.24 | S |
| 30/07/10 | 16:02 | 35.00 | 35.00 | 35.25 | 1,700 | 595.00 | S |
| 30/07/10 | 16:01 | 35.26 | 35.00 | 35.25 | 8,000 | 2,820.48 | P |
| 30/07/10 | 15:57 | 35.00 | 35.00 | 35.25 | 139 | 48.65 | S |
| 30/07/10 | 15:56 | 35.57 | 150,000 | 53,355.00 | ? | ||
| 30/07/10 | 15:55 | 35.25 | 35.25 | 35.50 | 761 | 268.25 | S |
| 30/07/10 | 15:55 | 35.25 | 35.25 | 35.50 | 500 | 176.25 | S |
| 30/07/10 | 15:45 | 35.50 | 35.25 | 35.50 | 3,164 | 1,123.22 | P |
| 30/07/10 | 15:45 | 35.50 | 35.25 | 35.50 | 1,100 | 390.50 | P |
| 30/07/10 | 15:33 | 35.50 | 35.25 | 36.00 | 1,000 | 355.00 | S |
| 30/07/10 | 15:32 | 35.25 | 35.25 | 36.00 | 900 | 317.25 | S |
| 30/07/10 | 15:28 | 35.00 | 35.00 | 36.00 | 800 | 280.00 | S |
| 30/07/10 | 15:24 | 35.60 | 35.00 | 36.00 | 7,000 | 2,492.00 | P |
| 30/07/10 | 15:23 | 35.00 | 35.00 | 36.00 | 800 | 280.00 | S |
| 30/07/10 | 15:08 | 35.00 | 35.00 | 36.00 | 600 | 210.00 | S |
| 30/07/10 | 14:54 | 35.00 | 35.00 | 36.00 | 100 | 35.00 | S |
| 30/07/10 | 14:51 | 35.38 | 35.00 | 35.50 | 8,403 | 2,972.56 | P |
| 30/07/10 | 14:50 | 35.50 | 35.00 | 35.50 | 500 | 177.50 | P |
| 30/07/10 | 13:57 | 35.75 | 35.50 | 35.75 | 3 | 1.07 | P |
| 30/07/10 | 13:52 | 35.50 | 35.00 | 35.75 | 2,200 | 781.00 | P |
| 30/07/10 | 13:52 | 35.50 | 35.00 | 35.75 | 5,000 | 1,775.00 | P |
| 30/07/10 | 13:43 | 35.75 | 35.50 | 35.75 | 1 | 0.36 | P |
| 30/07/10 | 13:03 | 36.20 | 35.50 | 36.50 | 10,000 | 3,620.00 | P |
| 30/07/10 | 12:19 | 36.50 | 35.50 | 36.50 | 9,388 | 3,426.62 | P |
| 30/07/10 | 12:19 | 36.50 | 35.50 | 36.75 | 15,000 | 5,475.00 | P |
| 30/07/10 | 12:19 | 36.50 | 35.50 | 36.75 | 15,000 | 5,475.00 | P |
| 30/07/10 | 12:17 | 36.50 | 35.50 | 36.75 | 15,000 | 5,475.00 | P |
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.