We experimentally demonstrate collective strong coupling, optical bi-stability (OB) and all-optical switching in a system consisting of ultracold 85 Rb atoms, trapped in a dark magneto-optical trap (DMOT), coupled to an optical Fabry-Perot cavity. The strong coupling is established by measuring the vacuum Rabi splitting (VRS) of a weak onaxis probe beam. The dependence of VRS on the probe beam power is measured and bi-stability in the cavity transmission is observed. We demonstrate control over the transmission of the probe beam through the atom-cavity system using a free-space off-axis control beam and show that the cavity transmission can be switched on and off in micro-second timescales using micro-Watt control powers. The utility of the system as a tool for sensitive, in-situ and rapid measurements is envisaged. [20,21] and, as we suggest here, in sensitive measurement of interactions. Essential requirements for many of these applications are atom-cavity strong coupling [9,11,12,14,21] and all-optical switching of the cavity output light [7,10,22,23]. Perhaps the most important goal is to engineer all-optical switches that are fast, yet can be operated with minimal power [22][23][24]. To this end, significant progress has been made in cavity QED systems consisting of a single atom strongly coupled to a high finesse cavity [21], which however require extremely precise system control. Here we study the relatively less explored complementary system consisting of an ensemble of trapped ultracold atoms collectively coupled to a low finesse cavity [9][10][11]. This results in a significant technical simplification and ease with which a low intensity, fast alloptical switch can be implemented.In this article, we show that atom-cavity collective strong coupling can be achieved on a non-cycling (i.e. open) transition in a continuously operated 85 Rb dark-spot magneto-optical trap (DMOT) [25,26]. The signature of collective strong coupling is vacuum Rabi splitting (VRS) which is observed using a weak on-axis probe beam. The dependence of VRS on the probe beam power is measured and optical bi-stability (OB) in the cavity transmission is observed. Control over the nature of OB curve using a freespace off-axis control beam is demonstrated. We finally show that the cavity transmission can be switched on and off in micro-second timescales using micro-Watt control powers. Remarkably, a DMOT of ultracold atoms coupled to a cavity can be operated analogous to both strongly coupled atom-cavity systems as well as weakly coupled vapor cell based cavity systems, and retain advantages of the respective systems.The details of the overall experimental apparatus which consists of an atom trap and an ion trap at the mode center of a low finesse optical cavity has been described elsewhere [11,27]. A schematic representation of parts relevant for the present experiments is shown in Fig. 1(a). The 85 Rb DMOT is loaded from a Rb dispenser source. The DMOT is formed by three mutually orthogonal pairs of counter-propagating cooling beams ...