The social security contribution in the EU is based on the residency
According EU 465/2012 social security has to be paid in the country in which you are based. That country will provide you with the necessary paperwork so you can benefit from healthcare in your country of residence, according local rules. Healthcare outside your country of residence is according to the rules of the country in which you are based.
Pension will later be paid by the country in which you were based.
For income tax you have to comply with the DTA's between country of residence, country in which you are based and CH. Complicated stuff, which needs professional advice!