This thesis analyzes the development of market structures on different European electricity markets with focus on the effects of increasing shares of variable renewable energy. Derived research questions address the identification of possible changes in the price structure as well as changes in the traded market volume. In addition, potential trends and shifts between the day-ahead and intraday market segment are examined. For this purpose, market data of various electricity exchanges was collected in form of time series observing the last 10 years. Due to the negligible marginal costs of variable renewable electricity generation, the more expensive conventional power plants are being replaced from the merit order, resulting in overall lower wholesale electricity prices. The strong electricity in-feed from photovoltaics during the noon period leads to an adjustment and even partial reversion of the base peak price structure. Furthermore, decreasing risk premiums on the future market can be identified. Electricity prices on the spot market are significantly influence by wind and photovoltaic in-feed forecasts. However, increasing volatility of day-ahead base prices could not be observed, mostly due to the price harmonizing effect of market coupling between the European electricity markets. In the observed period of 10 years, spot market volumes have remarkably risen, with the most significant increase on the intraday markets. Also apparent is the direct relationship between increasing intraday volumes and rising wind and photovoltaic capacities, due to need of compensating short-term prediction errors. Rising volumes can also be seen on the future markets, mostly attributable to market-specific characteristics. However the share of market segments and their development differ significantly between European market regions.