This thermometer is on the main building at the ski centre. It doesn't show you wind chill. A thermometer is in thermal equilibrium with the surroundings. It gains as much thermal energy from the surroundings as it loses to the surroundings. In other words, it is the same temperature as the surroundings.
We are usually at a higher temperature than the surroundings. If your skin is exposed to the wind, then evaporative cooling takes place. The energy to make sweat evaporate comes from the warmth of your body so you feel colder. However wind chill still affects you even if all of your skin is covered in clothes. Here's my opinion. In still air, conduction heats up a layer of air close to the skin, which will set off convection. The rate of conduction depends on the temperature difference between the skin and the air. If the air doesn't move quickly it has time to warm up. This will reduce the temperature difference and decrease the rate at which thermal energy leaves your body. A strong wind constantly replaces the air next to your skin before it can be warmed so the rate of loss by conduction will remain high throughout. Sheltering behind a rock will stop this happening.
