British American Tobacco Plc (BATS)
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| Time | Price | Size | Type | Bid Price | Ask Price | B/S | Buy Ind. | Total Volume | Num | Exch. |
|---|---|---|---|---|---|---|---|---|---|---|
| 06:23:21 | 2934.0 | 17 | AT | 2934.0 | 2935.0 | Sell | 540,832 | 2101 | LSE | |
| 06:23:21 | 2935.0 | 53 | AT | 2934.0 | 2935.0 | Buy | 540,815 | 2100 | LSE | |
| 06:22:58 | 2935.0 | 2 | AT | 2935.0 | 2936.0 | Sell | 540,762 | 2099 | LSE | |
| 06:22:58 | 2935.0 | 2 | AT | 2935.0 | 2936.0 | Sell | 540,760 | 2098 | LSE | |
| 06:22:17 | 2935.0 | 380 | O | 2935.0 | 2936.0 | Sell | 540,758 | 2097 | LSE | |
| 06:21:31 | 2936.0 | 2 | O | 2935.0 | 2936.0 | Buy | 540,378 | 2096 | LSE | |
| 06:21:09 | 2936.0 | 121 | AT | 2936.0 | 2937.0 | Sell | 540,376 | 2095 | LSE | |
| 06:21:09 | 2936.0 | 109 | AT | 2936.0 | 2937.0 | Sell | 540,255 | 2094 | LSE | |
| 06:21:09 | 2936.0 | 98 | AT | 2936.0 | 2937.0 | Sell | 540,146 | 2093 | LSE | |
| 06:21:09 | 2936.0 | 230 | AT | 2936.0 | 2937.0 | Sell | 540,048 | 2092 | LSE | |
| 06:21:09 | 2936.0 | 290 | AT | 2935.0 | 2936.0 | Buy | 539,818 | 2091 | LSE | |
| 06:20:57 | 2935.65 | 169 | O | 2935.0 | 2936.0 | Buy | 539,528 | 2090 | LSE | |
| 06:20:39 | 2936.0 | 64 | AT | 2935.0 | 2936.0 | Buy | 539,359 | 2089 | LSE | |
| 06:20:39 | 2936.0 | 240 | AT | 2935.0 | 2936.0 | Buy | 539,295 | 2088 | LSE | |
| 06:20:39 | 2936.0 | 214 | AT | 2935.0 | 2936.0 | Buy | 539,055 | 2087 | LSE | |
| 06:20:30 | 2936.0 | 181 | AT | 2935.0 | 2936.0 | Buy | 538,841 | 2086 | LSE | |
| 06:19:39 | 2936.0 | 67 | AT | 2935.0 | 2936.0 | Buy | 538,660 | 2085 | LSE | |
| 06:19:39 | 2936.0 | 108 | AT | 2935.0 | 2936.0 | Buy | 538,593 | 2084 | LSE | |
| 06:19:01 | 2936.0 | 149 | AT | 2936.0 | 2937.0 | Sell | 538,485 | 2083 | LSE | |
| 06:18:42 | 2936.0 | 89 | AT | 2935.0 | 2936.0 | Buy | 538,336 | 2082 | LSE | |
| 06:18:42 | 2936.0 | 116 | AT | 2935.0 | 2936.0 | Buy | 538,247 | 2081 | LSE | |
| 06:18:41 | 2937.0 | 55 | AT | 2935.0 | 2937.0 | Buy | 538,131 | 2080 | LSE | |
| 06:18:41 | 2937.0 | 1438 | AT | 2935.0 | 2937.0 | Buy | 538,076 | 2079 | LSE | |
| 06:18:41 | 2937.0 | 796 | AT | 2935.0 | 2937.0 | Buy | 536,638 | 2078 | LSE | |
| 06:18:41 | 2937.0 | 211 | AT | 2935.0 | 2937.0 | Buy | 535,842 | 2077 | LSE | |
| 06:18:30 | 2936.3 | 155 | O | 2935.0 | 2937.0 | Buy | 535,631 | 2076 | LSE | |
| 06:18:04 | 2936.0 | 1 | O | 2935.0 | 2936.0 | Buy | 535,476 | 2075 | LSE | |
| 06:18:04 | 2936.0 | 3 | AT | 2936.0 | 2937.0 | Sell | 535,475 | 2074 | LSE | |
| 06:18:04 | 2936.0 | 2 | AT | 2936.0 | 2937.0 | Sell | 535,472 | 2073 | LSE | |
| 06:18:04 | 2936.0 | 2 | AT | 2936.0 | 2937.0 | Sell | 535,470 | 2072 | LSE | |
| 06:18:04 | 2936.0 | 128 | AT | 2936.0 | 2937.0 | Sell | 535,468 | 2071 | LSE | |
| 06:18:04 | 2936.0 | 374 | AT | 2936.0 | 2937.0 | Sell | 535,340 | 2070 | LSE | |
| 06:17:20 | 2937.0 | 20 | O | 2936.0 | 2937.0 | Buy | 534,966 | 2069 | LSE | |
| 06:17:11 | 2937.0 | 18 | AT | 2937.0 | 2938.0 | Sell | 534,946 | 2068 | LSE | |
| 06:17:11 | 2937.0 | 2 | AT | 2937.0 | 2938.0 | Sell | 534,928 | 2067 | LSE | |
| 06:17:11 | 2937.0 | 163 | AT | 2937.0 | 2938.0 | Sell | 534,926 | 2066 | LSE | |
| 06:16:54 | 2938.0 | 222 | AT | 2938.0 | 2939.0 | Sell | 534,763 | 2065 | LSE | |
| 06:16:53 | 2938.0 | 253 | AT | 2937.0 | 2938.0 | Buy | 534,541 | 2064 | LSE | |
| 06:16:53 | 2938.0 | 36 | AT | 2937.0 | 2938.0 | Buy | 534,288 | 2063 | LSE | |
| 06:16:53 | 2938.0 | 20 | AT | 2937.0 | 2938.0 | Buy | 534,252 | 2062 | LSE | |
| 06:16:53 | 2938.0 | 53 | AT | 2937.0 | 2938.0 | Buy | 534,232 | 2061 | LSE | |
| 06:16:53 | 2938.0 | 335 | AT | 2937.0 | 2938.0 | Buy | 534,179 | 2060 | LSE | |
| 06:16:53 | 2938.0 | 72 | AT | 2937.0 | 2938.0 | Buy | 533,844 | 2059 | LSE | |
| 06:16:35 | 2937.0 | 359 | O | 2937.0 | 2938.0 | Sell | 533,772 | 2058 | LSE | |
| 06:14:41 | 2937.0 | 2 | AT | 2937.0 | 2938.0 | Sell | 533,413 | 2057 | LSE | |
| 06:14:41 | 2937.0 | 6 | AT | 2937.0 | 2938.0 | Sell | 533,411 | 2056 | LSE | |
| 06:14:41 | 2937.0 | 434 | AT | 2937.0 | 2938.0 | Sell | 533,405 | 2055 | LSE | |
| 06:14:41 | 2937.0 | 7 | AT | 2937.0 | 2938.0 | Sell | 532,971 | 2054 | LSE | |
| 06:14:41 | 2937.0 | 7 | AT | 2937.0 | 2938.0 | Sell | 532,964 | 2053 | LSE | |
| 06:14:16 | 2938.0 | 82 | O | 2937.0 | 2938.0 | Buy | 532,957 | 2052 | LSE | |
| 06:14:12 | 2938.0 | 216 | AT | 2938.0 | 2939.0 | Sell | 532,875 | 2051 | LSE |
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