Gunman's Bluff by Edgar Wallace

Margaret woke that morning with a fixed determination. She had fenced with the detective and once or twice had been badly pinked. He was too shrewd a man, too wise in the artless guile which passes in criminal circles for clever evasion, to be deceived by her. Her hypothetical case he demolished, and revealed with alarming clearness the figure and deeds of Luke. He did not say as much; he did not even connect the missing banker with the Taffanny robbery. All that he knew was that Luke Maddison had made a fool of himself, that somebody had got hold of the fact and was trying to blackmail his wife; but what shape that folly took he regarded as indelicate to inquire.

When she found herself cornered, and the facts which she was trying to conceal coming to light, in sheer desperation Margaret had been forced to accept the suggestion of a woman, though she loathed herself for her new disloyalty. She spoke vaguely of an earlier attachment, but since she was a bad liar she carried no conviction. The very fact that she was not speaking the truth in reality saved her from closer questioning. The Sparrow jumped to a conclusion which was wrong.