Seville, Cordoba or Granada Markets
There are probably covered markets in every neighborhood. Locals will know where they are located. I know that in Granada (I was there last month) there is a covered, daily market off the Gran Via in the streets just south, and a block west, of the AC Santa Paula Hotel. Closed Sundays.
Granada's large, main market is the Mercado de San Agustin on the street of that name. Downtown, west of Gran Via. Open 8am to 2pm. Closed Sundays.