Send a PM (private message) to EF member saint7uk who commented on that thread. He works in insurance and regularly assists EFers with insurance related enquiries.
Re: Looking for a professional indemnity insurance
Found out that you can apply for the Schweizer Yogaverband as a yoga teacher. There is an insurance included for 220 CHF in a year. See http://www.swissyoga.ch/mitgliedschaft.html
Webpage is in German.