I've always had to do that in the UK. Your previous employer gives you a form called a P45 when you leave that has information about your tax code and your earnings for the previous year.
You can give them sufficient detail without handing over your P45 or income data. I have never given a P45 to a new employer and it has never been a problem.
It's possible that your tax code will reveal some information, if you're still in the same financial year, but this is an unreliable way of calculating salary.