Function deletes entries for which the spread is more than "maxi" times the median spread on that day.
an xts 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.
NOTE: This function works only correct if supplied input data consists of 1 day!
Jonathan Cornelissen and Kris Boudt