I have heard from some Swiss people that indeed it remains difficult even for EU citizens to settle down in Switzerland because the Swiss don't want foreigners here.
Who have you been talking to ???
for ex an asset manager needs to be registered with the professional body in his/ her canton but to be registered you need to have a Swiss or Swiss resident on the board of your company !
You don't need to be registered as an 'asset manager'. The only thing you need to register is if you build up a company. You need about 15 minutes at the local 'registre du commerce' office to do that. The presence of a swiss resident on the board of the company is a very old law which will be changed in some time. But as Switzerland is a true democracy whose political system is based on compromise, you can't change laws like this, it takes time...a lot of time actually. Laws tend to change in 'packs'. Foreigners usually use swiss lawyers to sit on the board for them.
As for estate agencies requiring salary slips what do self employed people do then ? I think given the grim state of the job market helping selff employed people and entrepreneurs to start business in Switzerland will not hurt .
Unemployment rate is very low and a fair part of it is due to uneducated foreigners who can't find a job here anymore.
For your problem of estate agency, what do you want me to tell you ? They are private companies and not social associations. If you can't convince them that you'll be able to pay your rent on a regular basis, they won't rent you anything. You need a guarantee. You may try to propose them to front pay 6 months of rent. The vacancy rate of appartments in the area is very low and they don't have any incentive to take risk. The best solution is to buy something.