The HiRISE camera on the Mars Reconnaissance Orbiter took an image of a thin channel, and a portion of it contains a naturally occurring bridge over the chasm. Kelly Kolb from the HiRISE team says it is probably a remnant of the original surface, the rest of which has collapsed downward. It isn’t likely there’s a opening underneath the formation, but if there were, it would look very similar to a rock bridge formation found in Jordan in the Wadi Rum, the Valley of the Moon. See an image below.
Kolb also said this is unlikely to be a channel formed by a running water, as there are no obvious source or deposit regions. The channel is probably a just a collapse feature.
And see the full HiRISE image of the thin channel, found in Mars northern hemisphere between some “knobs” called Tartarus Colles, below.
For more information about this image on Mars, see the HiRISE website.