ZUG, Switzerland—Some 500 protesters marched through the Swiss tax haven of Zug on Saturday, wearing white protective suits and chanting dystopian slogans to voice displeasure with rules aimed at limiting the spread of the COVID-19 pandemic. The demonstration was reminiscent of a rally a week ago in Vienna, where thousands opposed to that country’s even-stricter lockdown faced off against police. Though Switzerland’s restrictions have been less severe than those in Germany, Austria, or Italy—restaurants and non-essential shops are closed but ski areas are open—there is still a steady buzz of opposition. In Zug, police watched but did not intervene as a group of protesters filed from the train station to the centre of the lakeside city known for shell companies with letter-box addresses and attractive tax rates. Marchers wore placards that read “Wearing a mask is modern slavery.” A loudspeaker droned, “Closeness is dangerous” and “Denounce those you love.” “I …