It depends on when they did so.
A Viennese uncle of my maternal GM fled Vienna "on the last train" in March 1938 because  and crossed the border to Switzerland safely. "Last" according to his letter, because someone told him Jews' Passports were being confiscated.

I have reason to know that by 1942, Jews from the areas of France had to cross to border illegally, in the area of Geneve - 


If you type "Switzerland" in the USHMM search form, you'll find quite a number of databses, including: Holocaust Survivors and Victims Database -- [Jewish Arrivals in Switzerland] (ushmm.org)

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Odeda Zlotnick
Jerusalem, Israel.