Thanks for your message.
In your application, I would suggest to choose 3 to 4 locations (this is to be specified online at BCG, Bain and McKinsey).
Unless there is an economic circumstance in Zurich/Geneva, they will offer you an interview as long as your profile matches with the need of the office.
I would also suggest to network with the offices you are interested in, maybe with alumna from your school/current company in order to have a referral and understand what the office currently needs in terms of qualifications.
Let me know by PM if you have any questions,
Best of luck in your interviews,