Not sure about supermarket prices in Venice itself (prices tend to be dearer in tourist hotspots), but if you are actually going out of Venice into Italy - do not waste your time on duty-free alcohol in the airports. Spirits, liqueurs, wine and beer are much cheaper in Italian supermarkets than anything you can get duty free in most airports. Dearest standard item is around 17 Euros for Grand Marnier. 10 or 11 Euros for Ballantines or equivalent blended whiskies. Single Malt Scotches can be 30 or 40 Euros. Oddly, Bourbon whiskey seems the most relatively dear, with prices for their 1 litre bottles nearly being the same as for our 700 ml bottles.
And you can look for mark-downs. Last bottle of single malt scoth I bought over there was a bottle of Talisker for 20 Euros, reduced from 28 Euros.
Only problem is that supermarkets carry different ranges of alcohol. The huge one's carry most everything you can buy here, while smaller ones have a more limited range. The Lidl supermarkets carry house brand Scotch and Bourbon whisky, and liqueurs for five or six Euros a bottle (some good, some not-so-good).
Or you can walk into an off-autostrada service station or a fruit shop and buy a litre bottle of Prugna liqueur (40% alcohol) for seven or eight euros (on-autostrada service stations are very expensive, especially their diesel and petrol - up to 20 euro cents a litre dearer). The Prugna they sell at Dan Murphy is very expensive, and nowhere near as good as most Prugnas found over there.
Regards,
Renato