The details below are especially for Phil Hope, who reminded me today of this – cheers Phil!  Two mentions, so you owe me a pint! 

The annual October Charter Fair returns to the Market Square on October 19th for the 782nd time.
The Charter Fair, one of the oldest in the Country still held in a City Centre, was granted in 1227 to the Bishop of Salisbury by King Henry III.  The Charter granted permission that a Fair will be held on the third Monday of each October for three days.  The same Charter also granted the City permission to hold a Market each Tuesday, which still applies today.

The Fair was originally held in the Cathedral Close, but was also held in Salt Lane during WWII.  It is now held of course in the Market Square and has been for many years.