Is it possible to set the load priority between index.html and index.php files?


Yes, absolutely!

You can do this by adding the following line to the .htaccess file.
DirectoryIndex index.html index.htm index.php
The code indicate .html have a higher pioity than .htm and then .php. You can reorder it for your own convenience.
If you don't see a .htaccess file in your directory, you can go ahead an create one.