"There has been a lot of rumours but I have always said that it has been simply a professional relationship," he said.
"I have always tried to do what he asked to do. What he asked of me on the pitch to do the talking on the pitch and that's that as far as that."
Xabi also told Sky Sports: "Last summer the club proposed me that I might have to be sold to find funds for new players.
"It was a difficult decision or difficult moment to accept that. I accepted that as a professional and that moment probably changed my mind and I thought that maybe from that moment that maybe it was time for a change."