Cook has been linked with a move to Premiership side Fulham.
Gregory said: “We have not had any bids tabled for any of our players.
“We have had a few enquiries, but no firm bids have been made, and I hope it stays that way.
“We are building for the future, and that means keeping our best players. As I have said before, it would take some very serious money for us to part with any of our players.”
