Hello Adel Fattah
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
I checked with internal team on this, and currently there is no database in Switzerland at this point. The closet is West Europe.
And only the metadata is stored in this DB: https://learn.microsoft.com/en-us/azure/virtual-desktop/data-locations
So your VM's that will be generating actual user data can be deployed in Switzerland.
Hope that helps.