During water splitting reactions, it is always suggested to purge the cell with continous gas flow either prior to the measurement or during the measurement. What would happen if no gas is purged.
Purging is done to remove dissolved oxygen and other gases that can have an influence the exact redox potentials of the half reactions. Continued purging is used to remove all created Dioxygen which would otherwise result in a shift of the potentials over time until the solution is saturated.
It is additionally important if you monitor the gas evolution rates (e.g. by mass spec). On the one hand you do not want to measure oxygen already dissolved in the solution but also you want to make sure that your evolving gases are not simply dissolved but carried to the measurement.
Oxygen is electroactive at negative potentials. Measurements of oxygen concentrations could be performed by Clark-type electrode. This system could be applied in some enzymatic biosensors, e.g. based on oxidases.
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During water splitting both these gases(O2 and H2) are produced. Let us first focus on H2.
The hydrogen oxidation reaction(HOR) and hydrogen evolution reaction(HER) are kinetically extremely fast on platinum. Therefor, the largest determinant of the measured current is the local H2 concentration and the flux of H2 to/from the electrode. By having a H2 background during the HER measurement, you can make sure that the evolved H2 only changes the local concentration very little. If the same experiment was done in Ar purged solution, you will see that the HER starts >0V_RHE, but the current will drop due to significant increase of H2 locally.
The same goes for ORR/OER.
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