The magic of the Proms – or at least some magical programming – transported us to mid-18th century Leipzig; to Gottfried Zimmermann’s Coffeehouse, to be precise, for the sort of programme Johann Sebastian Bach might have put on for its patrons. Jeanette Sorrell and her Cleveland Baroque band Apollo's Fire are renowned for their inventive programming and “A Night at Bach’s Coffeehouse”, with guest soloist Alina Ibragimova, deftly offered a balanced musical diet the patrons might have enjoyed to accompany their caffeine fix.

The price of coffee had plummeted in price in the 1720s, meaning that many more people could afford to partake in this exotic drink, and what splendid entertainment would have been on offer. Bach, as well as promoting the music of his sons, also championed scores by other composers, including Vivaldi and Telemann, both of whom featured in this Saturday Matinee, along with Bachs (JS and CPE).

It often strikes me that Cadogan Hall, where symphony orchestras can overwhelm, is perfect for Baroque repertoire and I’m surprised more ensembles aren’t clamouring to perform there. The scale of the auditorium is just right and the acoustic is warm without being too reverberant. Apollo’s Fire is a polished group in every way. Dressed in black, with touches of gold (including concert-master Olivier Brault’s ribbon to tie back his hair), the players made the slickest platform entry I’ve seen – stylish, but business-like… rather like their playing.

The ensemble’s violin sound has a very bright sheen, immediately obvious in the opening number, one of CPE Bach’s Hamburg symphonies, all spick and span. However, the sound is top heavy – two cellos and a bass don’t make a great deal of an impact, at least not when played so politely. This was something also noted by my colleague, Frank Kuznik, when they played this programme in Cleveland earlier in the week. I missed the vigour which so many European (especially Italian) ensembles bring to Baroque repertoire.

Alina Ibragimova, making the third of her four Proms appearances this season, complemented the Apollo’s Fire approach nicely. Vivaldi’s D major concerto “L’inquietudine” was lacking in aggression and zing, but her E major Bach concerto found her at her best. As in her recent late night solo Bach Proms in the vast Royal Albert Hall, Ibragimova never forces her sound, playing without vibrato. Her approach can seem clinical, although she found touching warmth in the Adagio, which ended with a lovely soft postlude.

Apollo’s Fire was at its best in six movements from Telemann’s Burlesque de Quixotte, inspired by Cervantes’ chivalric romantic, Don Quixote. In John Lenti’s guitar, we heard the clicking of the windmills’ sails as the Don tilts at them, believing them to be vicious giants. Sancho Panza, tossed into the air by the guests at the inn, landed with pleasingly fat thumps. The Don’s wistful sighs for his beloved Dulcinea were palpable. Asleep, Quixote dreams of riding into battle, with clipped cello spiccatos and a galloping accelerando to close.

The flame-haired Jeanette Sorrell has a busy presence as director, bustling her charges along from the harpsichord. The garrulous extended solo Bach gives her in the first movement of the Fifth Brandenburg Concerto suits her very well indeed. Joined by Brault, playing with touches of vibrato, and the mellow flute of Kathie Stewart, the second movement was beautifully shaped. A very pleasant afternoon’s music-making, but an extra shot of espresso wouldn’t have gone amiss.