It's less clear cut over here than it is in the states. In the states you're really expected to tip, here the expectation is less strict. If you tip 5-10%, it'll be very much appreciated (and if you drop in again, there's a good chance you'll get a very warm welcome). If you don't tip it's still ok, and there won't be any hard feelings.

Personally, while I don't tip the amount I would in the US, I would be embarrassed to leave and not have tipped at all, as this is still something the masseuse keeps and is his or her way of being thanked.  Therefore, I always leave about 5chf as a gesture.

I have been practicing for 12 years in Geneva as therapist (massages, etc..) and it is true that tips in such case it is not as expected as in the US, unlike a restaurant or hair cut.
Personnaly I don't tip for a massage, unless it is a center (not self employed staff) and the person did a good work. Then I always do. 

I'm with Desiree on this. Maybe it's not expected, but makes me personally feel good to give them a little something (unless they did a bad job)

Makes sense. I'll remind you of that if you come after a sport injury (as I treat that i.e after martial arts injury). 
Personnaly if I may mention my input as a practician where I get my 'tip' most satisfaction is when I can avoid operations to be.