Following the practical training and exam completion would I apply for the JAR licence in UK, Spain or the country in which I live (Switzerland) ?
You apply for the JAR PPL in the country under whose guidance you did the full course (theory plus practical exams). Most likely the UK. So you end up with a UK-issued JAR-FCL compliant PPL.
You can then trade in this UK-issued JAR-FCL compliant PPL for a JAR-FCL compliant PPL issued by the country where you live. This will only cost you an admin fee. But this is not a requirement.
There's a little catch though. Your UK-issued JAR-FCL compliant PPL is only valid if you have a medical that's acceptable to the UK authorities. I'm not the specialist here, but I think that ("JAR-FCL class II") medicals from France, Germany and Latvia are, according to the UK CAA at Gatwick, not good enough. Even though they are good enough for the local authorities in combination with their JAR-FCL compliant PPLs. Messy, eh? So before you start trading in one bit of paper for another, make sure that the combination medical/PPL will still work for you.