The Regional Labour Market Release, which is published on a monthly basis by the Office of National Statistics, outlines key labour market headline indicators for each UK country and region. These cover economic activity, employment, unemployment, economic inactivity, workforce jobs and claimant count.
Much of the data was previously contained in the Economics and Labour Market Review (ELMR) which has been discontinued by the ONS but still provides a range of useful articles relating to regional economic performance. Historical editions of the ELMR can be accessed via the ONS website.