Hi Anna,
The closest one I know of is in Canton of Valais however there might be one on the French side, close to the Saleve. I know they do a lot of paragliding there.
http://switzerland.skydiving.com/skydiving-in-switzerland/ch/22/valais/tandem-skydiving-leukerbad-354629.html
or in Interlaken with stunning views
Skydive Switzerland GmbH
Scenic Air AG
Hauptstrasse 26
3800 Matten
Schweiz
Phone: +41 33 821 00 11
Fax: +41 33 821 64 14
E-Mail: [email protected]
I am taking my AFF is April next year, Empuria Brava Spain so might be able to jump together when I have passed my course :)
Good luck
Malin