Data For 1920-1933 As Well As A Description Of The Series May Be Found In The Journal Of The Royal Statistical Society, P.256, Part Ii, 1934. Data For 1920-1923 Are Based On 11 Out Of 18 Series. The First Revision, In The June 1935 Supplement, Reduces The Number Of Series To 14, But Retains The 1924 Base. A Weighted Geometric Average Was First Substituted For An Arithmetic Average. This Data Ends In 1935, But Another Revision Was Made In July 1936. Source: The Economist, Supplement Of October 21, 1933, P.4; Supplement Of December 29, 1934, P.43.
This NBER data series m12011 appears on the NBER website in Chapter 12 at http://www.nber.org/databases/macrohistory/contents/chapter12.html.
NBER Indicator: m12011
Release: NBER Macrohistory Database
National Bureau of Economic Research, Index of Business Activity for Great Britain [M12011GBM333NNBR], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/M12011GBM333NNBR/, December 1, 2015.