When you use /clr to compile, /arch has no effect on code generation for managed functions. /arch only affects code generation for native functions.
To set the /arch:AVX compiler option in Visual Studio
Open the Property Pages dialog box for the project. For more information, see How to: Open Project Property Pages.
Select the C/C++ folder.
Select the Command Line property page.
In the Additional options box, add /arch:AVX.