If a construction site has a high-vis policy then you must follow it. Your employer will provide the equipment and you do not have to pay for it (so long as you look after it and make it last a reasonable time).
Hi-vis clothing should be worn in all construction locations where vehicles or plant are operating. This includes drivers when they leave their vehicle. For routine site use it is often sufficient for a tabard (sleeveless top) to be worn. Some construction operations - for example temporary traffic management workers need a higher standard of hi-vis. This is because public vehicles are moving nearby at higher speed than most construction plant, meaning that drivers need to see hazards from further away to give them time to react. Because of this the requirement includes hi-vis long sleeved jacket and hi-vis trousers. For more information on the standards that apply to high-vis clothing see the [Workplace transport factsheet on clothing](http://www.hse.gov.uk/workplacetransport/factsheets/clothing.htm).