Thanos, a CNCF sandbox project, is used to create a highly available metrics system with unlimited storage capacity on top of existing Prometheus deployments. It allows querying multiple Prometheus instances at once and merges data for the same metric across multiple instances to produce a continuous stream of monitoring logs. Thanos can be used to monitor a YugabyteDB cluster that is running on Google Kubernetes Engine (GKE), ensuring the continuous availability of YugabyteDB metric data by aggregating data from multiple Prometheus instances into a single view. The setup requires installing YugabyteDB, Prometheus Operator, and Thanos using Helm 3, and configuring them to work together seamlessly.