Rather than talking about about a bay, it’s probably more appropriate to refer about an area here. Within close distance you have in fact a chance of both enjoying a magnificent natural setting provided by a natural arch and surrounding rocks, forming a natural pool and other interesting formations, as well as sunbathing, swimming or snorkeling in the so-called azure window. Actually the so-called “beach” wouldn’t be nothing spectacular, if not for the natural hole in the rocks forming a cave interconnecting this natural pool with the sea. It’s a quite cool experience to swim/snorkel/dive into it, even if you have to pay attention to the boats which come and go at an incredible fast pace. This run has obviously also an impact on water which tends to get pretty dirty as time passes during the day. So it’s probably a good idea to show up there early and swim/snorkel through the cave, before leaving to the “natural pool” on the other side, where water tends to keep clean through the day. If you plan to swim/snorkel through the cave you might not spot too much fish but divers on training could offer you a cool environment where to swim. You might also encounter some water creatures such as jellyfishes. Be warned though that you might end up being surrounded by them pretty quickly and you won’t have too much room to escape. So please pay attention both to them and incoming boats.
With all this said, the location could definitely represent a good place where to spend a day or half of it.