i've personally never been asked that before, and it's a little weird that they did ask for it. it's up to you, as far as i know it's not a requirement whatsoever and to be denied the job in the case that you don't provide it for them would very icky. the only feasible reason they would need that information, that i can think of, is to know a good wage to offer you based on your previous wage history. however, i strongly feel like it's just a way to negotiate in their favour as they'd have solid proof and you have no wiggle room to discuss a wage range for them

tl;dr - i wouldn't give it to them, it's not required, it sounds fishy and the potential to screw you over outweighs the potential to get the salary you'd like