Difficult! Prepositions are sooooooooo nitpicky. In can also apply.
On weekends I go to the market. Note without a particle it is weekendS. But: I met my daughter AT the weekend get-together (weekend here serves as an adjective). IN the weekend meeting we spoke about new business. I met my girlfriend ON a weekend walk. You really need a particle in your question. If weekend is a noun you say 'on the weekend', But remember there is also This weekend, Next weekend without any preposition.