I had read it somewhere that a close on a stock that exceeded 20% without news would require the company to issue a statement explaining the recent trading activity. I was unable to find that specific 20% guide line, but assume that it is the trigger percentage.Here is a portion from the "Timely Disclosure Policy";

Monitoring Trading

Market Surveillance maintains a continuous stock watch programme

which is designed to highlight unusual market activity,

such as unusual price and volume changes in a stock relative to

its historical pattern of trading. Where unusual trading activity

takes place in a listed security, Market Surveillance attempts

to determine the specific cause of such activity. If the specific

cause cannot be determined immediately, company management

will be contacted. Should this contact result in Market

Surveillance staff becoming aware of a situation which requires

a news release, the company will be asked to make an immediate

announcement. Should the company be unaware of any undisclosed

developments, Market Surveillance staff will continue to

monitor trading and, if concerns continue, may ask the company

to issue a statement that it is not aware of any undisclosed

developments that would account for the unusual trading pattern.