I think that the breadth of alternatives a consumer has for choice is directly related to the degree of opennes of the economy. Given that (I asume) you are interested only in final consumers, a suggest to try with two indicators: 1. A ratio of imported goods/total consumption (many countries has a clasification of imports by 'economic destiny': final consumption, inputs or capital goods); 2. The average level of custom tariffs for consumption goods (this indicator asumes that tariffs are the most important barrier to the domestic market). Both indicators are imperfect and must be considered as proxies. An important shortcomming is that both refers only to goods, not services.