Coop and Manor also have decent yarn selections. What weight are you looking for?
For light worsted weight, the absolute cheapest I've found is Coop city - acrylic yarn in various super-bright colors at CHF1.50/50g. I suspect it's marketed at kids doing school projects but what do I care?

Good for yarnbombing (er, so I've been told) and for tackling new techniques and patterns on the cheap.
If you want cheap/bulk on anything fancier than that, your best bet is ordering online from ricardo/ebay, shops in Germany, or even online shops in the US.
I have been to a couple of local yarn shops here (can give their names if you want) but I didn't find them cheaper than the department stores - more expensive, if anything. They're more a place to go for the sensory experience and connection with other knitters/crocheters.