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Long story short, there are local prices in each province which are different from the national market prices. They are defined by the supply/demand in a province, and the national price, modified by a "penalty" called Market Access Price Impact (MAPI).
https://vic3.paradoxwikis.com/Market#Local_price
The answer is, either build fish wharves everywhere, or research techs which improve MAPI. Oh, and get rid of traditionalism as fast as possible.
Sweden usually starts with Interventionism ...
In 1836 Sweden has a surplus production of fish in most provinces except Svealand and Gotland which results in low prices (-9% to -20%) for most states and base price (+1%) for the rest.
Don't confuse the market price with relative local prices. In Svealand the pops pay the base price of 20 (local price) while the average price in Sweden is 17 (market price), so fish prices in Svealand are +14% compared to Swedish market prices. On the other side market price of 17 is -11% compared to base price of 20 for fish. (numbers taken from the game incl. roundings!)