For Thailand I would skip the ATMs. ATM are expensive to use as all banks add a 150-180 THB ATM fee on withdrawals (in addition to the fee of your own bank).

I would bring cash and go to Superrich Thailand. http://www.superrichthailand.com/

Their rates a very good, better than when you use ATM (check the webpage) and there is no fee/commission. You can even change for the other Asian currencies you need (although you then need to change 2 times, EUR->THB->other Asian currency) Their main office is in downtown BKK (near Sukhumvit Rd); check the webpage. Bring your passport!

Don't change at the other currency exchange offices at the airport or at banks in Thailand, their rates are very poor. There is a Super Rich exchange booth at BKK airport (past immigration and customs and on the lowest floor where you take the city line train) - their rates are good, but not as competitive as SuperRich main office downtown as I recall it. Maybe the difference is marginal; but do your own calculations based on the webpages.

Yes, it is confusing but SuperRich and Superrich Thailand are actually 2 different brands/companies...