Using no$-$arbitrage relations and assuming liquid currencies, fill in the unfilled spot rates in the following table: $[6]$

$\backslash$table$[[,$USD,EUR,JPY$,$GBP$,$CHF$],[$USD$,-,1\mathrm{.}2500,,,],[$EUR$,,-,,,],[$JPY$,110\mathrm{.}00,,-,,96\mathrm{.}00],[$GBP$,,,,-,],[$CHF$,,,,2\mathrm{.}4000,-]]$