In addition to the 3D-printed parts, you'll need:

• some wire (I used 22AWG solid core hookup wire)
• 2 m3 x 12mm socket head cap bolts (I used oxide-coated but uncoated would work better)
• 4 m3 nuts
• a spring from a pen (or similar 18mm x 4.5 mm compression spring)

I printed everything in PETG. I doubt PLA would work very well. I've included alternate pusher pieces with increased spring stiffness to compensate for differences in filament properties. If the one in the main STL file doesn't apply enough pressure to maintain contact, try one of the others to see if that helps.

The attached photos show how to assemble the switch. It's a bit fiddly, and sensitive to blobs and stringing, so a bit of post-processing might be necessary. 

It's probably a good idea to test continuity before completing assembly in case you need to swap out the pusher or make adjustments to the wire wrapped around the end of it.

Disclaimer: Don't use this for any high voltage or high current applications. It isn't rated for that sort of usage (or any usage at all for that matter). I mean, it's made out of PETG and some spare parts. There's a good chance the whole thing would melt if you pumped any substantial current through it. And, since the connection is made by a loop of wire pressing up against a couple bolts, I wouldn't count on it being 100% reliable either. What I'm saying is, don't use this as a replacement switch for Grandpa's oxygen supply.

Update: I can confirm that uncoated bolts work much better. Also, printing the slider piece in ABS seems to make it more durable. I've included separate STL files for each piece to make it easier to print pieces in different materials and colors.

Here it is in action: