The backslash (\) is an escape character in Javascript (along with a lot of other C-like languages). This means that when Javascript encounters a backslash, it tries to escape the following character. For instance, \n is a newline character (rather than a backslash followed by the letter n).
In order to output a literal backslash, you need to escape it. That means \\ will output a single backslash (and \\\\ will output two, and so on). The reason "aa ///\" doesn’t work is because the backslash escapes the " (which will print a literal quote), and thus your string is not properly terminated. Similarly, "aa ///\\\" won’t work, because the last backslash again escapes the quote.
Just remember, for each backslash you want to output, you need to give Javascript two.