I think it is a great addition to the area. Under the indoor market there's a supermarket and a parking garage so you can really get all your groceries in one place. The concept of food markets like these is already highly successful in Asian and Middle-East countries, and I'd love to see this done in other cities.
I only have two minor issues with it. One, there's already a huge market right next door multiple days of the week, and none of the stand holders got into the Markthal because it's much more expensive. Two, while the shape of the building is very nice, the grey stone is so dull and no attempt was made to give the building some well-needed details on the outside. But that's just a personal thing.