Thérèse Lessore (1884-1945) was born in Brighton and after attending the South-Western Polytechnic Art School was at Slade School of Fine Art, 1904–9, where she won the Melville Nettleship Prize for Figure Composition.

Lessore painted scenes of ordinary life and everyday subjects. She showed at LG, NEAC and Goupil Gallery and had a first solo exhibition at Eldar Gallery, with a catalogue preface by painter Walter Sickert. She married Sickert in 1926, shared a love of the music-hall and circus with him, which was reflected in her work, and nursed him until his death. 

This is a lightly-coloured drawing on laid paper showing male and female figures milling about near a fence at a market, with buildings in the background. Caledonian Market was opened in 1855 by Prince Albert and was originally called the Metropolitan Cattle Market. It later became a flower market and was situated just off the Caledonian Road, Islington.

This work was given to Bristol by The Sickert Trust, a group set up by the artist Sylvia Gosse to support Walter Sickert and his wife, Thérèse Lessore, in later life through the purchase of their works.