I am looking to obtain the (1) average daily bid-ask spreads in a year and (2) the days without returns in a year for about 20 years and 8000 firms. Unfortunatelly, requesting daily data for the timeframe and the number of firms is not possible due to the licences request limits.
Is there a way to request this data without having to acquire daily data and calculate the yearly values myself? If I could request firm-year data instead of firm-day data, this problem would be solved.
I am using the Eikon Excel Add-in.
Thanks and have a good day!