Physical Club is a nice gym with the necessary equipment. If you are more into group sessions, those are also available. As a Finn I was specially happy to find a Finnish sauna from the guys shower area.
One time admission is 50 CNY but you have to get a card worth of 500 CNY, which is used to pay the admission.
In the same premises they have a SPA. There I had my life's most expensive massage. One hour turned out to be 980 CNY. Apparently you were supposed to get 50 minutes with 490 CNY but since they massaged two body parts (back and upper chest) they claimed that this would cost double the price 980 CNY! The massage was average so I would look the other way, if sports or deep tissue massage is what you are looking for.