There’s no reason to spend a lot on what you wear to work in Denmark. Danes, by nature, are not flashy dressers.
In most Danish business environments, you’ll be perfectly well dressed in a fitted pair of business trousers, dark shoes, and a solid-color sweater or dress shirt. Male or female, you’ll never go wrong with quiet colors like burgundy, dark blue, dark green, brown, or black.
Subtle good taste is the preferred style. Obvious designer labels are considered tacky, but quality cut and fabric are appreciated.