The 22-year-old, who has now been missing for 19 days, was last spotted on camera at Buchanan Street at 4.55pm, just a couple of hours after she last contacted her friends and boyfriend.
Images released by police show the Edinburgh University physics student looking sombre, wearing a dark coat with a belt, dark shoulder bag, red and orange-coloured scarf, grey trousers and brown shoes with white laces.
Stills captured from CCTV footage also show Ms Solodyankina at 2.50pm on Edinburgh’s South Bridge, close to the junction with Infirmary Street, before she headed to Glasgow.
Concern has been growing for the keen dancer since she went missing on June 7. She was last seen by her friends after she performed a gig at the Wee Red Bar, on Lady Lawson Street, which they said she left early because she said she felt unwell.
The final year student has not used her bank cards, passport or accessed social networking sites since she disappeared.
She sent a text to a friend on Friday afternoon and a Facebook message to her boyfriend before leaving her flat in South Clerk Street, leaving her mobile phones and laptop behind.
She failed to turn up to perform at Musselburgh Children’s Gala Day the following day.
Chief Inspector Mark Patterson, from Police Scotland Edinburgh Division, said: “The footage we have obtained shows Yulia walking in South Bridge, close to the junction with Infirmary Street, at 2.50pm on Friday June 7.
“She was later seen on CCTV at Buchanan Street bus station in Glasgow at 4.55pm.
“This is the last confirmed sighting of Yulia, and we remain keen for any information that can assist us in tracing her current whereabouts.
“We would appeal to anyone who has seen or heard from Yulia since she has gone missing to contact police.”
Mr Patterson previously told the Scotsman that several unconfirmed sightings of Ms Solodyankina have been reported in Edinburgh, Stirling and Perth.
While police say there is no reason to suspect the circumstances surrounding her disappearance are suspicious, officers have told of their increased concern for the Edinburgh University physics undergraduate.
Her details have now been added to national charity website Missing People to take the campaign to find her UK-wide.
Friends and family have launched a huge internet campaign via social networking sites including Facebook and Twitter to help find her.
On Sunday, dance and drumming groups, including the missing student’s own dance group, Anansi, performed at The Mound to raise further awareness.
And her face and details are also set to feature on 13,000 disposable coffee cups.
Ms Solodyankina’s father, Dmitry, led the campaign to find his only child when he visited the Capital two weeks ago, while her mother is understood to have arrived in Scotland last Thursday.
Her boyfriend, Antoine Dao, 21, a third-year engineering student at the university, yesterday has told The Scotsman that he was desperate for his girlfriend of six months to get in touch. He said: “Yulia, please give us a sign of life. I am still in the dark and my concerns are growing more and more as each day goes by. It’s hard to express how I’m feeling about this as I have no idea of the story behind it. I’m trying to do what I can.”
Mr Patterson, who said police were keeping track of her bank accounts and passport, as well as other traceable sources, including Facebook, said: “We have no information that would allow us to accurately say where she is.
“We are not aware of any contact she has had with her friends or family, so there is a whole raft of inquiries right now.”
Referring to the last sightings of Ms Solodyankina, he added: “There is nothing to suggest her mood would give us cause for concern. No worries have been expressed by any of her friends.”