I had the same thing when I got a large cheque from the sale of my house. (I can't remember why the solicitor didn't do a direct bank transfer!) I had to show the covering letter to prove what the money was for.
I owed my sister a large amount of money and wanted to transfer that sum to her. I had to get written evidence from her of why I owed it to her and present that at the bank. That was a week after paying the solicitor's cheque in.
A couple of weeks later I received another cheque for several thousand pounds from another solicitor - an inheritance from a friend who had died a couple of months earlier. I got some really intense looks when I presented that cheque.
It was the same woman who dealt with me each time and she was definitely suspicious about the large sums of money suddenly moving through an account that had been almost dormant before that!
