Bulk and surface properties of high-quality single crystals of zirconium dodecaboride have been studied in the temperature range from 4.5 K up to the superconducting transition temperature which is found to be nearly 6.06 K. Scanning tunnelling spectroscopy data, together with dc and ac magnetization measurements, are consistent with the conventional s-wave pairing scenario, whereas they disagree in estimates of the electron-phonon coupling strength. We explain the divergence, supposing a great difference between the surface and bulk superconducting characteristics of the compound. This assertion is supported by our findings of a non-linear magnetic response to an amplitude-modulated alternating magnetic field, testifying to the presence of surface superconductivity in the ZrB$_{12}$ samples at dc fields exceeding the thermodynamic critical field.
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