When Banff National Park was created in 1883, the hot springs were the main attraction. Tired railway workers soothed their limbs in the hot mineral water and a spa was soon built to cater to tourists.
It's a national historic site where you can visit the caves.
Updates
While it is true that the Cave and Basin is a much-visited and very popular historic site, there is no actual swimming or soaking available there. The pools were closed to public swimming many years ago.
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