Instead, his favourite restaurant is Norma's Deli Diner, which lies within walking distance of his home and office on the Thames's Eel Pie Island. Every morning he sets off with his dog, Monty, for one of its 16 tables.
"As regular as clockwork I have a piece of toast with two grilled tomatoes, a rasher of bacon each side with a little dash of the old brown sauce, and followed by a round of toast and marmalade and a cup of tea. That's pounds 3.20, and I also bung 50p in the tin for the girls."
At lunchtime he goes again, this time accompanied by Jill, his confidante, friend and secretary, as well as Monty: "Then you can have a whole range of stuff: roast lamb, or pork, or spaghetti, or a jacket potato. Or have breakfast again."
As Mr Bayliss watches his weight, he often chooses chicken or pasta, and the meal for two costs no more than pounds 11. He will talk business over lunch, but mainly events such as his after-dinner speeches rather than stocks and shares. He insists that Norma's, run by Frenchman Patrick Girod- Roux, is no greasy spoon - though as a pipe smoker he admits taste is not a big issue.
But he loves its ambiance, and the diner's clientele. "I can just sit there in my own time, stretch my legs out, all my friends come in and go out, and everybody treats me as one of them."
Norma's Deli Diner, 25 York Street, Twickenham, Surrey (telephone 0181- 892 4468)