Aux specialites de la Palud will probably have them, although I haven't been in to check...

http://www.mixfood.ch/

Thank you Russell! They do not have any (sometimes they have them in the glass, but not fresh ones) - any more ideas?

Hey Caro, try contacting Legufruits SA. They're the only ones I know have a decent selection of fresh peppers. Normally they only sell to professionals, but depending on how much you need, and how friendly you are I'm certain you'll be able to convince them to sell you some.

Otherwise there's an african specialty stand on the market in Lausanne that sells peppers from all around the world.

Thirdly there's a website called www.chili-pepper.ch that has some fresh ones aswell during certain periods of the year. Postage fees are standard swiss...

And finally, you can do like me, get the seeds from aforementioned site and plant them yourself! They make great plants and some are even nice to look at :)