Hi Peter Ridgway-Davies,
Thank you for contacting Microsoft Advertising support! I understand you’re experiencing issues with reviewing the data within the competition tab.
When running the auction insights report, the report is based on the number of impressions that have auction insights available divided by total impressions for all the keywords in your selected scope. Please keep in mind, the report will only run in you have enough impression, if not, the report will not generate.
From the examples provided, you confirmed that you’ve attempted to generate the report for this month and last month, and no data was recorded for the selected date ranges.
I would be more than happy to look at your account to see if we can pinpoint why there is no data in this report. To further assist, please check your private messages.
Sincerely,