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| Trade time | Price (p) | Volume | Assumed purchase/sale* | Bid (p) | Ask (p) |
|---|---|---|---|---|---|
| 16:36 (20/11) | 167.80 | 5726 | ? | ||
| 16:35 (20/11) | 167.80 | 22354 | purchase | 173.30 | 158.30 |
| 16:29 (20/11) | 168.30 | 200 | sale | 168.30 | 168.90 |
| 16:29 (20/11) | 168.30 | 78 | sale | 168.30 | 168.90 |
| 16:26 (20/11) | 168.30 | 247 | purchase | 167.90 | 168.30 |
| 16:26 (20/11) | 168.30 | 129 | sale | 168.30 | 168.40 |
| 16:26 (20/11) | 168.30 | 247 | sale | 168.30 | 168.40 |
| 16:26 (20/11) | 167.90 | 1978 | purchase | 167.80 | 167.90 |
| 16:23 (20/11) | 167.60 | 13 | sale | 167.60 | 167.90 |
| 16:17 (20/11) | 167.60 | 392 | sale | 167.60 | 167.90 |
| 16:17 (20/11) | 167.60 | 622 | sale | 167.60 | 167.90 |
| 16:16 (20/11) | 167.30 | 875 | purchase | 167.20 | 167.30 |
| 16:16 (20/11) | 167.20 | 2188 | sale | 167.20 | 167.30 |
| 16:16 (20/11) | 167.30 | 75 | purchase | 167.20 | 167.30 |
| 16:15 (20/11) | 167.10 | 313 | sale | 167.10 | 167.30 |
| 16:15 (20/11) | 167.00 | 1636 | sale | 167.00 | 167.30 |
| 16:15 (20/11) | 167.30 | 587 | purchase | 167.00 | 167.30 |
| 16:14 (20/11) | 167.00 | 299 | sale | 167.00 | 167.20 |
| 16:14 (20/11) | 167.00 | 1376 | sale | 167.00 | 167.20 |
| 16:14 (20/11) | 167.00 | 768 | sale | 167.00 | 167.10 |
| 16:13 (20/11) | 167.00 | 2144 | sale | 167.00 | 167.20 |
| 16:11 (20/11) | 167.30 | 133 | sale | 167.30 | 167.40 |
| 16:11 (20/11) | 167.40 | 109 | sale | 167.40 | 167.50 |
| 16:09 (20/11) | 167.10 | 659 | purchase | 167.00 | 167.10 |
| 16:09 (20/11) | 167.10 | 110 | sale | 167.10 | 167.70 |
| 16:08 (20/11) | 167.50 | 296 | sale | 167.50 | 167.70 |
| 16:08 (20/11) | 167.10 | 207 | purchase | 167.00 | 167.10 |
| 16:08 (20/11) | 167.10 | 400 | sale | 167.10 | 167.70 |
| 16:08 (20/11) | 167.10 | 161 | sale | 167.10 | 167.70 |
| 16:05 (20/11) | 167.40 | 600 | sale | 167.40 | 167.70 |
| 16:05 (20/11) | 167.40 | 446 | sale | 167.40 | 167.70 |
| 16:05 (20/11) | 167.50 | 114 | sale | 167.50 | 167.70 |
| 16:05 (20/11) | 167.50 | 445 | sale | 167.50 | 167.70 |
| 16:04 (20/11) | 167.70 | 76 | purchase | 167.30 | 167.70 |
| 16:04 (20/11) | 167.70 | 110 | purchase | 167.20 | 167.70 |
| 16:04 (20/11) | 167.70 | 1373 | purchase | 167.10 | 167.70 |
| 16:04 (20/11) | 167.70 | 3046 | purchase | 167.10 | 167.70 |
| 16:04 (20/11) | 167.70 | 680 | purchase | 167.10 | 167.70 |
| 16:04 (20/11) | 167.40 | 164 | purchase | 167.00 | 167.40 |
| 16:04 (20/11) | 167.10 | 61 | purchase | 167.00 | 167.10 |
| 16:04 (20/11) | 167.10 | 927 | sale | 167.10 | 167.70 |
| 16:04 (20/11) | 167.10 | 568 | sale | 167.10 | 167.80 |
| 16:04 (20/11) | 167.10 | 200 | sale | 167.10 | 167.80 |
| 15:59 (20/11) | 167.10 | 768 | sale | 167.10 | 168.20 |
| 15:57 (20/11) | 167.50 | 155 | purchase | 167.00 | 167.50 |
| 15:57 (20/11) | 167.50 | 82 | sale | 167.50 | 168.00 |
| 15:56 (20/11) | 167.60 | 200 | sale | 167.60 | 168.20 |
| 15:56 (20/11) | 167.60 | 172 | sale | 167.60 | 168.20 |
| 15:54 (20/11) | 167.40 | 988 | sale | 167.40 | 168.50 |
| 15:54 (20/11) | 167.50 | 768 | sale | 167.50 | 168.60 |
*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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