Function deletes entries for which the spread is more than "maxi" times the median spread on that day.
rmLargeSpread(qdata, maxi = 50)an xts or data.table object at least containing the columns "BID" and "OFR".
an integer. By default maxi = "50", which means that entries are deleted if the spread is more than 50 times the median spread on that day.
xts or data.table object depending on input.