[2][3] In the mid-19th century, civic officials decided to commission a purpose-built corn exchange: the site they selected was occupied by the Bear Assembly Rooms.

[4][5][6] The current building was designed by William Hill of Leeds in the neoclassical style, built by John Rendall of Devizes in ashlar stone at a cost of £3,456 and was officially opened by the mayor, Henry Butcher, on 3 December 1857.

The central section of three bays featured three round headed openings with fanlights, architraves and keystones flanked by Corinthian order columns, supporting a frieze, an entablature and stone balustrade.

[10] However, the building was used as a public venue and concert performers included the contralto singer, Kathleen Ferrier, who made an appearance on 13 April 1953.

[16][17] In September 2010, May returned to the corn exchange to play numbers from his compilation album of television and film music, The Simon May Collection.