Police have rounded up 10 people since Monday, the last being taken into custody on Wednesday morning, according to reports.
Seven have been charged and six kept in detentions, although all of them deny the accusations against them.
The investigation is trying to establish how Coulibaly came to be in possession of weapons that had been imported from Slovakia via Belgium to France.
The far-right ex-mercenary accused of supplying Islamist shooter
Claude Hermant, 53, has a long history of involvement with far-right street-fighting groups and served as a mercenary in Africa, according to Marianne magazine.
Having been a member of the National Front's security squad for six years, he went to the Congo as a mercenary and was imprisoned there. He is also reported to have been a mercenary in the former Yugoslavia.
On his return, he became involved with far-right groups in northern France, taking part in physical attacks on gays and others, according to the left-wing monthly.
As well as opening a chip shop, called the Laughing Chip, in the northern city of Lille, he had a "passion" for reconverting weapons bought from other European countries that have less strict legislation than France, the magazine says, selling them not only to collectors but also to criminals.
A statement from Hermant's lawyer denied most of Marianne's claims.
The day after Chérif and Saïd Kouachi murdered 12 people at Charlie Hebdo's offices, Coulibaly, who was in contact with them, killed a police officer in the Paris suburb of Montrouge before going on to stage a hostage-taking in the Hyper Cacher supermarket in which he killed four people, all of them Jewish.
Investigators believe he may have been planning an attack on a Jewish school in Montrouge.
The arms, four Tokarev semi-automatic pistols and two Kalashnikov assault rifles that were found either at the supermarket or in his hideout, were bought from a Slovak company that supplied decommissioned weapons to film production companies.
Far-right arms-trafficker was source
They were then sold, via a Belgian intermediary, to a company belonging to the partner of Claude Hermant, a former mercenary and far-right activist living in the north of France.
The couple were interrogated about the case in 2015 but not charged.
Hermant denied having reconverted the guns to fire live ammunition or knowing of Coulibaly's plans.
He also claimed to have infiltrated an arms-trafficking network at the request of gendarmes, having offered to become an informer for them.
Hermant, who was already in detention in relation to another arms-trafficking inquiry, has been taken from his cell to be questioned in the latest stage of the investigation.
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Four arrested in separate terror inquiry
Four people were detained in Trappes, near Paris, on Wednesday, for trying to procure weapons.
The arrests arose from an anti-terror investigation opened in February, although no plans for an immediate attack have yet been found, sources said.