The 14 second later trade had a narrower spread - just the luck of the draw I’m afraid. But you’re right - it was an AT trade, so a little different from your O trade.
Regarding O vs AT trades - it’s a little complex but in essence you either have access to the order book you place orders on (think of them like a limit price) and when an opposite side (a buy for a sell and a sell for a buy that meet each others price criteria) they execute - automatically, hence the “AT” (automatic trade) notation.
Ordinary (or “O”) trades are those executed by going straight to a Market Maker for the best price at that moment.
So, AT - two electronic orders sitting there waiting for each other “matched”. Or, O, you went straight to a Market Maker and took the best price.
As a retail client it is possible to get access to the order book - but it’s kinda unnecessary unless you’re relatively experienced and usually happy to pay the market data fees associated with this access. Alternatively people like DeGiro do actually place orders on book - when you set a limit. So you kinda get access via the back door - but for a price.
If I’ve made a complete hash of that explanation I apologise.
I remember learning about this stuff 20 years ago (I’m old!) and a great learning resource was Sharepad and sharescope. Google them. They produced a few books and videos that explain “Level 2” and some of the quirks of the LSE trading segments.
Hope that help. Maybe it doesnt