This will very by a lot of factors including location, what your facility will provide, what safety features it will have available, etc…
All I can tell you is what I approximately pay for my gym. For example, I have a 4,000 sq.ft. facility that offers tanning, has AED, certified trainers with CPR, 24/7 access (not always staffed), located in Las Vegas, NV, I budget approximately $2,500 per year.
The best strategy is to get a quote from a local insurance provider because these payments will differ throughout the country.
I wish you much success on your new venture.
Best in Health,