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For sledging above Lake Thun, head to the Niederhorn. The run down to Vorsass has bends and steeper stretches, so you need to be able to steer and brake. A prepared winter walk in Beatenberg is a gentler alternative, with the lake below you.
Sledge hire and lift tickets are separate arrangements. Night sledging runs on selected dates and has its own booking. Look for the sledge-run or winter-path report when choosing a day: the cable car can run while a particular winter activity is closed.