Custom template for archive of a custom taxonomy

I think the best way to do it is to create a custom template page and get the list of terms (or whatever you need) on that template.

template-activities-taxonomy.php

<?php
/* Template Name: Activities Taxonomy */

get_header(); ?>

<?
$terms = get_terms( 'activities' );
if ( ! empty( $terms ) && ! is_wp_error( $terms ) ): ?>
    <ul>
    <?php foreach ( $terms as $term ): ?>
        <li><a href="https://wordpress.stackexchange.com/questions/273555/<?php echo esc_url( get_term_link( $term ) ); ?>"><?php echo $term->name; ?></a></li>    
    <?php endforeach; ?>
    </ul>
<?php endif; ?>

<?php get_footer(); ?>

And then just create a Page with the url you want (/activities) that uses that template.