It costs an estimated £15 to make a UK home grocery delivery in the UK

"According to research from Shore Capital Stockbrokers the estimated cost of delivering online shopping orders is £15. Customers of Sainsbury’s, Tesco and ASDA are currently used to free delivery or charges up to £7. If Morrisons makes its way online let’s hope they charge customers what it really costs.
The online grocery shopping model is a loss making one when viewed in its own right. Just look at Ocado and ask yourself why there aren’t multiple Ocados, in the same way there are plenty of online fashion retailers which pay homage to ASOS. There’s no money in it."

Source:  Blog post by Leon Bailey-Green, 9th January 2013