I think Lamak already explained about sql, I am posting an example for understanding. You can see that sqls give the same results. Copy the paste below the code on the sql server and try:
declare @Prices table (Id int, ValueDate datetime, Sedol int) Insert into @Prices values (1,'2014-09-06' ,200), (2,'2014-09-07' , 100), (3,'2014-09-08' , 100), (4,'2014-09-09' , 100), (5,'2014-09-10' , 300), (6,'2014-09-11' , 300), (7,'2014-09-12' , 100), (8,'2014-09-13' , 200), (9,'2014-09-14' , 200), (10,'2014-09-15' , 200) Select * from @Prices
Result:

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