The best way to deposit money on your Swiss bank account depends on you:

• The fastest, cheapest and most secure way is a bank transfer. You give the bank where the money is presently the details of your Swiss bank account and the money gets there in a few days. But this way of depositing money is not private.
• The most private way is to bring cash at the bank in Switzerland. This is obviously more expensive since you have to come to Switzerland, it takes more time and is less secure. You will also need to make sure that you bring enough evidence of the legal origin of the funds. The requirements are even more stringent when you bring cash.

Notes:

• Traveller's cheques are secure and can be cashed immediately, but they need to be deposited in person.
• A cheque is the same as a bank transfer in terms of privacy but it much slower and more expensive. You can do it but if you have a choice it is not the recommended way.