I was a bit stupid and somehow the original long post got overwritten, so this is a short version.
The lake is basically a cave with (originally) water until the ceiling. After an earthquake about fifty years ago, cracks in the cave let half of the water out and now there is a 1.5 km long, 25 m wide, 13 m high and 10 m deep underground lake. Inside, it is 13 °C, the water being 9 °C. Quite a contrast to the 30 °C outside!
After the cave visit, we went to the near Sion in the valley. This is a nice little city, built down from the hills to the Rhône. On top of the hills, there are two chateaux, one is in ruins, the other is currently in restauration. In the city center, the temperature differences between the valley and the mountains is very well noticeable. I think I like the mountains more :-)