This paper focuses on the characterization of markets using a network to capture some properties such as the formation of congestion zones given by the coherence of locational marginal prices. We overcome the data handling and heavy computing demands of locational marginal prices (LMP) by characterizing the market layer in a network weighted by the LMPs differences, which are due to system congestion and so are merely manifestations of binding constraints in the transmission network. We exploit extensively the salient topological characteristics of large-scale interconnections. Understanding the complexity of a market layer may be useful to economists, regulators and also to market participants.