Temporarily Closed for Renovations. Plan on re-opening August, 2015. Voted Madison's Best Fish Fry. The Avenue offers good food at reasonable prices with the warmth and friendliness that has been The Avenue's trademark for over 40 years. Whether it's for our famous prime rib and steaks - or the nightly served Avenue Fish Fry and Fish Boil... You'll see why everyone's talking about The Avenue Bar!