Bronchi is basically an organ from the respiratory system. It acts as a caliber for the airway by conducting air in to the lungs.
The bronchi is formed from the Trachea which is the wind pipe. In fact the trachea divides into two bronchi, one at the left and one at the right. These bronchi then keep on dividing until they form alveolar ducts. At the end of each alveolar duct an alveolar sac is attached. Alveolus is the place where exchange of gas takes place.
So as a matter of fact bronchi does not support any exchange of gases inside the lungs. It just supports the passage of air from the windpipe to the alveoli in the lungs where actual exchange of air takes place.