The bath contained heated sea water, and was only the second of its kind on any ship that was currently at sea. The first had been installed on Titanic's sister, the Olympic.
On April 14th, Colonel Gracie decided that he had neglected his health and spent some time in the squash court and the swimming bath. He went to bed early, intending on waking early to return to the squash court. Instead he found himself in freezing North Atlantic.
It was also famously the last room on the bow of Titanic to flood.