The Coulomb hole does not have its largest depth around an electron in or near the bond midplane. It splits into two parts, localized on both nuclear sites forming the bond. Even counterintuitive positive values of the "hole" around such a position may be observed. This happens when the Fermi hole is deeper than the total exchange-correlation hole at the reference electron position. This Coulomb "heap" is shown to arise from correlation effects on the one-electron density rather than correlation effects in the pair density. Left-right correlation tends to enhance the effect of the nuclear attraction, contracting the electron density around the nuclear positions and depleting the bond center region. Possible alternative definitions of the Coulomb hole are discussed, including one based on the exact Kohn-Sham exchange hole. Approximate density functional theory methods (generalized gradient approximation) are not accurate enough to realize the advantages of this definition.