The Ivorian - Swansea's club record signing at £12 million - has been in sensational form in recent weeks, scoring four goals in his last two Premier League appearances.
And, while suggesting that he was happy with life at the Liberty Stadium, former Vitesse frontman Bony has aspirations to play at an even higher level.
"I want to be in a bigger club, like all young players dream," he told Sky Sports. "So, for me, it is very important to keep doing well what I am doing now and just try to get the chance, and if the chance comes to me then it is up to the club to decide.
"All I can say is that I'm very happy here to be playing in Europe again. If you win something you always want to do more, always pushing yourself.
"I want to do Champions League now. I want to play more European games, so I feel like that because you feel it is good to play against the big teams.
"It is good to check your level."
Swansea are already assured of their Premier League status for another season and host Southampton on Saturday.
