Combine the flour, sugar, salt and yeast in a large mixing bowl, then work the olive oil in. Add the warm water steadily until you can form a fairly sticky dough. Add a little more water if it is too stiff, then turn out onto a lightly floured surface and knead for 8-10 minutes until smooth and elastic.
Place in a large, clean mixing bowl and cover with clingfilm. Leave to rise in a warm place (an airing cupboard for example) for 2 hours or until doubled in size. Grease a large baking tray. Turn the dough out onto a lightly floured surface, knock it back and knead again for 3-4 minutes until smooth and elastic.
Shape into an oval and place on the baking tray. Cover loosely with an oiled piece of clingfilm and leave to rise again for 30-40 minutes.
Pre-heat the oven to 230°C. Make a slash all the way down the centre of the dough and bake in the centre of the oven for 30-40 minutes until golden and risen.
Remove from the oven and brush the top with the milk, then return to the oven on it's own without a baking tray and bake for a further 5 minutes to glaze. Remove and allow to cool before serving.