This was a pretty astounding space, by all accounts, in the style of a Georgian "long room" or assembly room, with the added bonus of a fountain of the Hot Well water being pumped up from the spring below. There are some pictures here of the interior.
It seems someone ignominious for it to end up boarded over with cars and portaloos scattered around it.
GPS Coordinates:
51.45373, -2.62556
Location: Clifton Village