Probably everyone knows this, but here is a bookshop that specialises in selling books in English in Zurich, including a great range of dictionaries:

Orell Fussli, Bahnhofstrasse 70, 8001 Z

And, there have a loyalty scheme ... spend more than 25SFR x 10, and they give you CHF 20 off your next purchase. At the prices I saw, that's about 10 books, get one free! Slight exaggeration, but only just!