Santa Cruz market is on the Avenida del Puente, the main shopping streeet which runs uphill, perpendicular to the sea front. It was built in 1886 on the site of the hospital of Our Lady of Sorrows, founded in 1514. I think it’s a decidely nice building, with classical lines, and lots of light inside thanks to the big skylight. There are six little side markets plus a big open space in the middle, where vartious stalls sell fruit and vegetables, flowers, freshly squeezed sugar cane, local wines, cheese and pastries.
The market opens from 6am-2pm Monday to Friday, and 6-3pm on Saturday. The little supermarket and tourist products shop opens almost every day when the market is open, and also 5-8 pm.