The study is by Emission Analytics, and here is the original link (as opposed to TFA from The Telegraph).
Note some misleading elements from TFA: they show only the three smaller classes for UK cars, seemingly indicating that small cars are the worst gas guzzlers, whereas cars with higher engine sizes are actually much worse according to the original study (see the graph). So the lesson is: still buy a small car, just not a very small one for best fuel efficiency.
Another interesting bit that is not in TFA is that the data for US cars is different: there, cars between 1 and 3 liters in volume (I assume this is the large majority of the car pool) have less than half the mileage. Also, the smallest US cars are actually the most efficient of any class, even though their efficiency is below UK average.