Note 6 - Share-based Compensation - Black-Scholes Options Pricing Model (Details)	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020
Minimum [Member]
Risk-Free interest rate, minimum	0.05%
Risk-Free interest rate, maximum		0.25%
Expected stock price volatility, minimum	54.52%
Expected stock price volatility, maximum		39.94%
Maximum [Member]
Risk-Free interest rate, maximum	1.24%	1.72%
Expected stock price volatility, maximum	60.80%	51.22%

The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

No definition available.

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