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It's crucial in these moments I don't tell you how to feel and you don't tell me how to feel about it.
"All I can tell you is how I feel about it," Robertson said in interview with Sky Sports after the final whistle.
"First of all, I am disappointed to lose my best mate.
He's an amazing player, an amazing person and he's made me a better player.
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"That's from the bottom of my heart, he's took me to levels I never knew existed.
Over those years the departing man has become the Premier League's all-time top-assister amongst defenders, providing 64, and Robertson trails closely behind with 60.
The No.26 continued: "He's made a choice so I think his legacy at this club is there for everybody to see, the trophies he's won, the moments he's had in history will always be there.
"It is of course an emotional decision and it's not been an easy one, of course it's not, but he's made the decision and it's not nice to see a friend get booed.
It wasn't nice, but as I say we can't tell people how to feel but I can tell you how I feel about it.
"I'm extremely proud of him for what he's done for this club and I love him as a friend, as a player and he will be missed.
He will be missed for me as one of my best friends in the game.
"That's how I feel about it.
I'm not gonna tell everyone else how to feel about it."
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Sky wished that Robertson enjoy his final two matches with Alexander-Arnold, to which he replied: "Thank you very much."