Not everyone was surprised by the SNB's action. I haven't seen the following discussion reported widely. I only have a link to a video, no transcript. But it's short, little over 1 min in length.

Some smart money started moving into CHF last month. More interestingly, there was a lot of movement about one minute ahead of the announcement.

http://finance.yahoo.com/video/traders-knew-snb-move-pro-060...

Here's the ending:

   Announcer: despite everything we've heard about
   manipulation of foreign exchange markets, about
   the deep forensic look into these markets,
   you're saying there was action before the
   announcement which indicates there was some
   parties in the market that knew this. I want to
   be categorical about this.

   Guest: It definitely looks like that to us.
   There was a movement in the market well ahead
   of the headlines, and a huge flow throughout
   December, an unprecedented flow, in the leadup
   to yesterday's break of the peg.