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| Trade time | Price (p) | Volume | Assumed purchase/sale* | Bid (p) | Ask (p) |
|---|---|---|---|---|---|
| 16:56 (20/11) | 966.04 | 170 | ? | ||
| 16:56 (20/11) | 966.04 | 3781 | ? | ||
| 16:35 (20/11) | 976.50 | 11419 | sale | 1024.00 | 936.00 |
| 16:29 (20/11) | 980.00 | 277 | sale | 980.00 | 982.00 |
| 16:29 (20/11) | 980.00 | 86 | sale | 980.00 | 982.00 |
| 16:26 (20/11) | 979.50 | 466 | sale | 979.50 | 984.00 |
| 16:25 (20/11) | 984.00 | 43 | purchase | 979.50 | 984.00 |
| 16:25 (20/11) | 982.50 | 360 | purchase | 979.00 | 982.50 |
| 16:25 (20/11) | 981.00 | 878 | purchase | 979.00 | 981.00 |
| 16:24 (20/11) | 979.00 | 634 | purchase | 976.50 | 979.00 |
| 16:24 (20/11) | 979.00 | 261 | purchase | 976.50 | 979.00 |
| 16:22 (20/11) | 977.50 | 111 | purchase | 976.50 | 977.50 |
| 16:22 (20/11) | 977.50 | 553 | purchase | 976.50 | 977.50 |
| 16:22 (20/11) | 977.00 | 200 | sale | 977.00 | 977.50 |
| 16:22 (20/11) | 976.50 | 277 | purchase | 976.00 | 976.50 |
| 16:21 (20/11) | 976.00 | 403 | sale | 976.00 | 976.50 |
| 16:21 (20/11) | 976.00 | 44 | sale | 976.00 | 976.50 |
| 16:21 (20/11) | 977.00 | 87 | purchase | 976.00 | 977.00 |
| 16:20 (20/11) | 976.00 | 136 | sale | 976.00 | 977.00 |
| 16:20 (20/11) | 977.50 | 87 | sale | 977.50 | 978.00 |
| 16:20 (20/11) | 977.50 | 300 | sale | 977.50 | 978.00 |
| 16:19 (20/11) | 977.50 | 88 | sale | 977.50 | 978.00 |
| 16:19 (20/11) | 977.50 | 18 | sale | 977.50 | 978.00 |
| 16:19 (20/11) | 977.50 | 107 | sale | 977.50 | 978.00 |
| 16:19 (20/11) | 977.50 | 350 | sale | 977.50 | 978.00 |
| 16:18 (20/11) | 977.50 | 314 | sale | 977.50 | 978.00 |
| 16:17 (20/11) | 978.50 | 900 | sale | 978.50 | 979.00 |
| 16:17 (20/11) | 978.50 | 134 | sale | 978.50 | 979.00 |
| 16:17 (20/11) | 978.50 | 415 | sale | 978.50 | 979.00 |
| 16:17 (20/11) | 978.50 | 85 | sale | 978.50 | 979.00 |
| 16:14 (20/11) | 978.00 | 422 | sale | 978.00 | 978.50 |
| 16:14 (20/11) | 978.00 | 102 | sale | 978.00 | 979.00 |
| 16:14 (20/11) | 978.00 | 487 | purchase | 977.50 | 978.00 |
| 16:14 (20/11) | 978.00 | 400 | purchase | 977.50 | 978.00 |
| 16:14 (20/11) | 978.00 | 252 | purchase | 977.50 | 978.00 |
| 16:12 (20/11) | 977.75 | 253 | ? | 977.50 | 978.00 |
| 16:11 (20/11) | 977.50 | 27 | sale | 977.50 | 978.00 |
| 16:11 (20/11) | 977.50 | 419 | sale | 977.50 | 978.00 |
| 16:10 (20/11) | 977.50 | 228 | sale | 977.50 | 978.00 |
| 16:10 (20/11) | 977.50 | 573 | purchase | 977.00 | 977.50 |
| 16:10 (20/11) | 977.00 | 219 | sale | 977.00 | 977.50 |
| 16:10 (20/11) | 976.00 | 124 | sale | 976.00 | 977.50 |
| 16:10 (20/11) | 976.00 | 300 | sale | 976.00 | 977.50 |
| 16:10 (20/11) | 977.00 | 61 | purchase | 976.00 | 977.00 |
| 16:09 (20/11) | 976.00 | 28 | sale | 976.00 | 976.50 |
| 16:09 (20/11) | 976.00 | 100 | sale | 976.00 | 976.50 |
| 16:08 (20/11) | 976.00 | 500 | sale | 976.00 | 978.00 |
| 16:06 (20/11) | 975.50 | 200 | purchase | 974.50 | 975.50 |
| 16:06 (20/11) | 975.50 | 117 | purchase | 974.50 | 975.50 |
| 16:05 (20/11) | 974.50 | 5 | sale | 974.50 | 975.50 |
*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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