In a central Copenhagen, nearby Nørreport station, there lies a busy market named Torvehallerne. It houses independent sellers of fresh foods, seafood, herbs and organic vegetables. Not mentioning cakes, pastry, and bakeries corner around, plus some international bites like Spanish tapas and sushi that excite many passerby who need extra refreshments after walking around Torvehallerne. This market can be a little bit expensive, given its popularity and location, but still is worth to visit.
Check out my video walking around Torvehallerne in Saturday morning: