iNaturalist, a place where you can record and share your observations of plants and animals, provides a crowd-sourced species identification system. This means, you can post a photo of a species you don’t recognize to iNaturalist, the community will tell you what you saw. On average, half of all observations will be identified in the first 2 days. In the case of my alien fly it took about 10 minutes.
vincent473 suggested that it is the dance fly Empis tessellata. Thank you very much, Vincent, for your great help. For information about the fly see Wikipedia.
I find the following statement in the Wikipedia article noteworthy: Adult dance flies can be seen from April to August. They mainly hunt Diptera or other small insects, but they also feed on the nectar of flowers, especially of umbellifers.
I photographed the dance fly in the first week of March. At that time, I saw almost no other small insects and no blooming umbellifers. This raises the question: How long will the dance fly survive without food? Will it be long enough to reproduce?