Straddling the cultural crossroads between Europe and Asia, Kazakhstan is an intriguingly cosmopolitan place. This vast country, which stretches from the Caspian Sea to China, is one of Asia’s most diverse, where ethnic Kazakhs and Russians rub shoulders with Uzbeks, Ukrainians, Tatars, Germans and many more in an enviably harmonious mix.

Almaty, its biggest city, may have ceded capital status to its flashy young rival, Astana, but it remains the country’s cultural and financial centre, and custodian of the Kazakh soul. Spectacularly set beneath the snow-capped peaks of the imperious Zailysky-Alatau mountains, it’s a relaxed, pleasantly green city of fancy malls and fountains, black-windowed SUVs and broad, busy boulevards. It’s the sophisticated, modern hub of a booming petro-economy for sure, but one with enough surprises to make Almaty a highlight of any visit to Kazakhstan.

1. You can get a taste of life on the Silk Road

There’s no better introduction to Kazakhstan’s multifaceted ethnic patchwork than the bustling Green Bazaar market hall, where traders from across Central Asia and as far afield as Korea gather to hawk their wares.

Fresh produce is abundant: the foothills around Almaty lay strong claim to be the ancestral home of the apple (the city’s name literally means “father of the apple”) and the fruit here can grow to giant proportions.

Green market, Almaty, Kazakhstan

Don’t miss sampling kurt, pungent but curiously addictive balls of dried cheese beloved of nomads out on the Kazakh steppe, though only strict meat-eaters should venture to the cavernous butcher’s hall, where long counters drip with slabs of horsemeat, undoubtedly the local favourite. Finish off with a glass of fresh kvas, a soft drink made from fermented bread, from one of the stalls outside. It knocks the socks off the widely available commercially produced bottles.

2. The ski slopes are fit for royalty

Barely half an hour’s drive from the city, the ski resort of Shymbulak hit the headlines in 2014 when Prince Harry took then girlfriend Cressida Bonas for a spin on the slopes. The resort is unexpectedly ritzy, and the skiing among the best in Central Asia. Almaty’s chilly, sunny winters guaranteeing cold, crisp snow well into April and invariably good conditions.

At any time of year, it’s well worth escaping the city smog to ride the 4km series of ski lifts, with their fetching leopard-print cabins (in homage to the seldom-seen snow leopards that still roam these mountains), up to the 3180-metre Talgar Pass. Various rocky hiking trails lead up into the surrounding peaks, snow-capped even in summer, and the views are spectacular.

Ski resort, Kazakhstan

3. You can visit the world’s second tallest wooden building

Flattened by earthquakes more than once, Almaty is not a city awash with historic buildings. Standing proudly defiant in leafy Panfilov Park, one dazzling exception is the Cathedral of the Holy Ascension – a confection of pastel-hued gables, brightly painted tiles and gilded domes – that rises almost 60m and was built without a single nail.

A magnificent gilt altarpiece dominates the opulent interior, where (predominantly) women – their heads covered in beautiful scarves – light candles and worship in hushed reverence

It’s a great place to experience Kazakhstan’s refreshingly open attitude to religion: Muslims and Atheists often visit along with their Russian Orthodox friends.

Kazakhstan, Almaty, Panfilov Park, Zenkov Cathedral previously known as Ascension Cathderal, built entirely of wood.

4. There’s some impressive socialist realist art and architecture

A stone’s throw from the Ascension Cathedral, Almaty’s Soviet War Memorial looms dramatically in front of the forbidding bulk of city’s former army headquarters: a powerfully built, jutting-jawed Red Army infantryman leaps, grenade in hand, from a relief of grim-faced soldiers. Oddly this is the city’s prime favoured spot for wedding pictures.

For a more nuanced taste of Soviet art, head to the Kasteyev State Arts Museum, undoubtedly the city’s finest. The museum is named after Abilkhan Kasteev, regarded as Kazakhstan’s preeminent painter, and among the vast collection is a fascinating room devoted to his depictions of Soviet life, from epic canvases of the rapidly industrializing landscape to intimate portraits of peasant life.

War Memorial, Almaty, Kazakhstan

5. The Russian baths are the finest in Central Asia

Perhaps Almaty’s one truly unmissable experience, the Arasan Baths complex is the most elaborately styled bathhouse in the region, built in the 1980s as a grand statement of late Soviet ambition. Pick up a towel, slippers and conical felt shapka (hat) and leave your modesty behind in the changing room.

There’s a Finnish sauna and a marble Turkish hammam but they’re invariably empty – you’ll find your fellow bathers in the ferociously hot Russian parilka (steam room), vigorously thrashing each other with vyeniki (bundles of oak or birch leaves), a wince-inducing ritual said to improve circulation.

The masochism doesn’t end there though: once out of the parilka, it’s de rigueur to upturn a pail of gasp-inducingly cold water over yourself. Finish up with a refreshing dip in the cool plunge pool, beneath a domed atrium so grand it wouldn’t feel out of place in imperial Rome.

Edward travelled to Almaty with Air Astana, who fly from London to Almaty via the capital, Astana, three times per week (from £370). Visa-free travel to Kazakhstan for visits of up to fifteen days is now available for nationals of nineteen countries, including the UK, US and Australia.

Book through Rough Guides’ trusted travel partners