It depends on the purpose of your visit. If you’re visiting mainly for enjoyment and to experience the atmosphere, visit the markets on the weekdays. A miniguide available at http://www.door2tour.com/holiday-type/seasonal-breaks/christmas-markets/ says the markets can get crowded and busy at night, as well as on weekends.
Before going to any Christmas market, plan your trip in advance. Go online to check the particular markets you wish to visit and know ahead of time the things they offer. Christmas markets showcase an abundance of unique gift items like music boxes, handicrafts, sweet treats, and decorations.
When planning for your trip to a Christmas market, also look for nearby attractions you can visit.