I am doing a Quantitative Finance PhD and would like some insight on data collection. I'm looking for open market share repurchase data (UK) over the past 2-3 decades. Simultaneously, their bid-ask spread around the repurchase date. I understand that I can calculate liquidity using trading volume method(s) but would initially prefer bid-ask spreads.
I got in touch with a few data vendors and went low on luck. We don't have a bloomberg terminal at the university, and since they don't offer individual subscriptions, they've offered to sell data on an one-off sale. I would like to explore more options before paying for the data. Any suggestions would be helpful.