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The grocery stores do not seem to stock fresh seafood so you have to go straight to the sea. The boats at Potter's Cay have some fresh fish for sale. When looking for fresh seafood the local term seems to be live whether or not the fish are still live. Prices seem around $6 /pound for mutton snapper or hog snapper. It costs more to have it cleaned right there.
If not available fresh, frozen grouper will likely be for sale as well. A price of $5 /pound with the skin on seems fair. The fish are down on the boat so you might have to ask to touch the fish to check the firmness /eyes/gills for freshness. Some fish are actually sold live so you know they are fresh. Conch is sold live at around $3 each, cleaned.
There are also fruits and vegetables for sale there but they are very expensive compared to the grocery stores.