Did I just end an affair?

I'm married. Friends with a female coworker for nearly three years. We started doing gift exchanges, flirted with each other, she'd find excuses to do things with me alone outside of work, visit me at work almost daily, gave me keys to her place; frequently sought my validation on her life choices, I often held her when she cried or was having a hard time... she sometimes talked about what life would be like if we were together. She'd often call me just to tell me she was thinking of me. Up until last month it was finally too much. I told her I felt we had feelings for each other and we needed to stop. She said I was making her very uncomfortable and told me she was just my "friend". She requested a transfer the next day. I learned yesterday she quit her job and is moving out of state. Did I misjudge a friendship? Or would you agree this was more than "friends"?
Did I just end an affair?
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