Most ice diving is tethered. Up here in the murky lakes we are always tethered. I do know of a group who like to dive a small wreck in fairly shallow water where two lines are tied onto the wreck, one aft and the other the bow, and lead up to the hole. The divers then go down un-tethered; they can use the two lines if need be for decent or ascent. This of course applies to only experienced divers with really good buoyancy, navigation skills, and excellent situational awareness abilities.
At McMurdo Station the divers swim quite a ways from the hole (farther than 130 feet) and dive down to 90-100 feet on some dives. A line with a light is dropped down to mark the hole. Each diver is required to have good situational awareness and excellent navigation skills. The viz is really good in McMurdo, up to a few hundred feet, which allows the divers to see the hole from quite a distance.