From Wiki Grepolis
In the Cave spies can be assigned to carry out espionage enemy cities. You can also store Silver here to pay for their services. The higher the level of the Cave, the more silver one can store. Once the Cave is completely expanded the limit is removed.
Things You Should Know About Caves
The cave is the spying headquarters of your city.
Through espionage you can learn what a player has in their city so that you can better plan for an attack.
For more information about espionage see the espionage page.
To prevent the abuse of the maximum amount of silver that someone can keep in a cave, it is impossible to refill your cave while a spy is enroute towards another's city.
Max Level : 10