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Note 18 - Derivatives (Details Textual) - USD ($)	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Unrealized Gain (Loss) on Derivatives	$ (3,814,000)	$ 8,857,000	$ 2,244,000
Asset Pledged as Collateral [Member] | Interest Rate Swap Agreements [Member]
Securities Received as Collateral	569,000
Designated as Hedging Instrument [Member]
Financial Asset, Closed Portfolio, Portfolio Layer Method, Amortized Cost	236,700,000
Hedged Asset, Fair Value Hedge, Cumulative Increase (Decrease)	3,200,000
Derivative, Amount of Hedged Item	60,000,000
Not Designated as Hedging Instrument [Member]
Unrealized Gain (Loss) on Derivatives	75,000	$ (2,600,000)	$ 5,100,000
Interest Rate Swap [Member]
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$ 3,600,000

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- Definition

Amount of hedged item in hedging relationship. Excludes hedged asset or liability.

+ References

No definition available.

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Amount of cumulative increase (decrease) in fair value of hedged asset in fair value hedge, attributable to hedged risk.

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-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amortized cost of closed portfolio of financial asset used to designate hedging relationship in which hedged item is expected to be outstanding for designated hedged period.

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The carrying value as of the balance sheet date of the assets received as collateral against securities loaned to other broker-dealers. Borrowers of securities generally are required to provide collateral to the lenders of securities, commonly cash but sometimes other securities or standby letters of credit, with a value slightly higher than that of the securities borrowed. In instances where the entity is permitted to sell or re-pledge these securities, the entity reports the fair value of the collateral received and the related obligation to return the collateral as a liability.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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