The pair seemed to really enjoy each other's company while Kate's husband Prince William, 29, stood alongside with a solemn look on his face as they watched the RAF flypast.
'I've always wanted a sister and now I've got one,' Harry, 28, told German newspaper Bild shortly after Kate and Wills got engaged in 2010.
'I've known Kate for years and it's fantastic that she is becoming part of the family.'
As the Queen's Diamond Jublee celebrations came to an end yesterday, the Royal Family waved to the enthusiastic crowds on another rainy but happy day.
'The Queen is seriously the cutest things and Harry and Kate's relationship is too cute #bestbrotherinlaw #jubilee",' Tweeted one fan.
Harry and Kate's jokes were reminiscent of the banter the younger
Prince shared with Kate's sister Pippa Middleton, 28, at the Royal
Wedding.
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Esme Riley
