I have a yogurt strainer that I use to make Greek yogurt or yogurt cheese (lebneh). The whey drips out of the yogurt, into the box that holds the strainer.
Yesterday I felt experimental and used this whey instead of water when I made my usual ciabatta bread. The whey was thicker than usual, because the yogurt I'd bought had been thickened with pectin rather than allowed to thicken on its own; I won't be buying THAT brand again. The whey was FULL of lactose and some milk solids.