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| Trade time | Price (p) | Volume | Assumed purchase/sale* | Bid (p) | Ask (p) |
|---|---|---|---|---|---|
| 16:38 (20/11) | 406.76 | 15000 | ? | ||
| 16:38 (20/11) | 406.76 | 15000 | ? | ||
| 16:35 (20/11) | 407.40 | 181936 | sale | 436.60 | 383.40 |
| 16:29 (20/11) | 407.80 | 13 | purchase | 407.60 | 407.80 |
| 16:29 (20/11) | 407.70 | 1100 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 516 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 1100 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 299 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 900 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 253 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 813 | purchase | 407.60 | 407.70 |
| 16:29 (20/11) | 407.70 | 108 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.70 | 1051 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.70 | 207 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.80 | 600 | purchase | 407.60 | 407.80 |
| 16:28 (20/11) | 407.70 | 907 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.70 | 552 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.70 | 16 | purchase | 407.60 | 407.70 |
| 16:28 (20/11) | 407.70 | 1481 | purchase | 407.60 | 407.70 |
| 16:27 (20/11) | 407.70 | 1200 | purchase | 407.50 | 407.70 |
| 16:27 (20/11) | 407.60 | 855 | purchase | 407.50 | 407.60 |
| 16:27 (20/11) | 407.60 | 524 | purchase | 407.50 | 407.60 |
| 16:27 (20/11) | 407.60 | 900 | purchase | 407.50 | 407.60 |
| 16:27 (20/11) | 407.70 | 632 | purchase | 407.50 | 407.70 |
| 16:27 (20/11) | 407.70 | 1200 | purchase | 407.50 | 407.70 |
| 16:26 (20/11) | 407.60 | 907 | purchase | 407.50 | 407.60 |
| 16:26 (20/11) | 407.60 | 405 | purchase | 407.50 | 407.60 |
| 16:26 (20/11) | 407.80 | 477 | purchase | 407.60 | 407.80 |
| 16:25 (20/11) | 407.90 | 122 | sale | 407.90 | 408.00 |
| 16:25 (20/11) | 408.10 | 513 | sale | 408.10 | 408.30 |
| 16:25 (20/11) | 408.10 | 1117 | sale | 408.10 | 408.30 |
| 16:25 (20/11) | 408.10 | 1215 | sale | 408.10 | 408.30 |
| 16:25 (20/11) | 408.20 | 1312 | purchase | 408.10 | 408.20 |
| 16:23 (20/11) | 408.40 | 1200 | purchase | 408.30 | 408.40 |
| 16:23 (20/11) | 408.40 | 934 | purchase | 408.30 | 408.40 |
| 16:23 (20/11) | 408.40 | 372 | purchase | 408.30 | 408.40 |
| 16:23 (20/11) | 408.40 | 6 | purchase | 408.30 | 408.40 |
| 16:23 (20/11) | 408.60 | 1306 | purchase | 408.30 | 408.60 |
| 16:23 (20/11) | 408.70 | 462 | sale | 408.70 | 409.10 |
| 16:23 (20/11) | 408.80 | 614 | sale | 408.80 | 409.10 |
| 16:23 (20/11) | 408.80 | 414 | sale | 408.80 | 409.10 |
| 16:23 (20/11) | 408.80 | 998 | sale | 408.80 | 409.10 |
| 16:23 (20/11) | 408.80 | 732 | sale | 408.80 | 409.10 |
| 16:22 (20/11) | 409.00 | 1145 | purchase | 408.80 | 409.00 |
| 16:22 (20/11) | 409.10 | 1275 | purchase | 408.70 | 409.10 |
| 16:22 (20/11) | 409.10 | 693 | purchase | 408.70 | 409.10 |
| 16:22 (20/11) | 409.40 | 1117 | purchase | 408.70 | 409.40 |
| 16:22 (20/11) | 409.00 | 1023 | purchase | 408.10 | 409.00 |
| 16:22 (20/11) | 408.80 | 700 | purchase | 407.90 | 408.80 |
| 16:22 (20/11) | 408.20 | 2184 | sale | 408.20 | 408.60 |
*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.
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