Well, I've found the spot, although the building seems to have been renovated and turned into an Indian restaurant. There's two shots looking out of the apartment which give away its location.
One of Tony Leung looking into the apartment, after seeing Faye Wong throwing paper aeroplanes and one of of Faye cowering, after being confronted by Tony at the door of his apartment. They both clearly show the frontage of Former Central Police Station Compound, looking up Old Bailey Street, with the kink in the Mid-Level Escalators at the junction of Hollywood Road and Cochrane Street also shown.
