Why is it "Ich kaufe auf dem Markt." and "Ich kaufe in dem Bioladen."? In other words, why should I use "auf" before "Markt" and "in" before "Bioladen"? Because the latter is a building?
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You can say “Ich kaufe auf dem Markt.” or “Ich kaufe in dem Markt.”. Both is correct German.
If you say “Ich kaufe in dem Markt.” (or Biomarkt, Supermarkt, ...), you go into a building. A Bioladen is just a special shop (health-food shop).
If you say “Ich kaufe auf dem Markt.”, you go to a marketplace to make your shoppings. So you are not inside a building, but on a place.