Speech-based depression detection tools could help early screening of depression. Here, we address two issues that may hinder the clinical practicality of such tools: segment-level labelling noise and a lack of model interpretability. We propose a speech-level Audio Spectrogram Transformer to avoid segment-level labelling. We observe that the proposed model significantly outperforms a segment-level model, providing evidence for the presence of segment-level labelling noise in audio modality and the advantage of longer-duration speech analysis for depression detection. We introduce a frame-based attention interpretation method to extract acoustic features from prediction-relevant waveform signals for interpretation by clinicians. Through interpretation, we observe that the proposed model identifies reduced loudness and F0 as relevant signals of depression, which aligns with the speech characteristics of depressed patients documented in clinical studies.