Thanks for your replies!
I know that I can exchange the Swiss Francs directly with my local BOC. Normally I do it this way but since this is a large amount I hope I can get a better rate than the official BOC rate.
I have lived in other cities in China for about 3 years and those cities have 'black market' to exchange money and I know how to do it in a safe way...
Since I'm new in Dali I just wonder if anyone have REAL experience with black market in Kunming and could give me any advice.
I just want to check if it is worth the hassle to withdraw Swiss Francs in cash (which may imply some fees) and travel to Kunming to exchange it in the black market.
Thanks again for your suggestions or advice!