Do i have to use a bank to buy shares in a company?

• online marketing company
• company formation online
• online company formation
• wire money online to bank account
• online bank accounts
• send money online to bank account
• online payment fees

I live in the U.K. but I'm looking to buy shares in a Spanish company, can i do this via my bank?

Do i have to use a bank to buy shares in a company?