I love Hypafix (same as Tegaderm but cheaper where I live). I have it on a 10 meter x 10 centimeter roll. Usually a patch lasts at least a week and sometimes the whole 2 weeks.
I usually just trim the edges and put a new patch over the old one if needed, you can also use a small piece of tissue to keep the patch from sticking to your sensor when removing.
It not only works for swimming but also protects the sensor from doorposts, bra straps and prying kittens.