In a large bowl, mix the teriyaki sauce and wine. Place chicken in the bowl and coat with the marinade. Cover and marinate in the refrigerator at least 1 hour (it is best if you can marinate overnight).
Preheat oven to 190C.
Discard marinade and arrange chicken breasts in a baking dish. Bake 15 minutes in the preheated oven until almost done.
Place the asparagus in a pot fitted with a steamer basket over 3cm boiling water and steam 5 minutes until tender.
Place 4 asparagus spears on each chicken breast and top each breast with a slice of Swiss cheese. Return to oven and continue baking 10 minutes or until cheese is melted and chicken juices run clear.