Well, if you can afford to put 2 or 3 months rent aside for the deposit, it will be put on a bank account in your name, but the renting party can block the money if there is anything that needs to be paid out of that.
Accordingly you accumulate the interest on this account. With Swiss Kaution you have the opportunity not to block such an amount of money, but you pay for the privilege...

If you have a generous renting company, you may also just downpay some into the blocked account and fill it up over the next few months to reach the required deposit, but I guess not every company is willing to take this risk. But you'll have to ask to know.