Vestager was at pains to emphasise that the investigation was only in the information gathering stage. "The question that people have been asking increasingly and we've also seen it ourselves in the market is you have these platforms that have sort of dual purpose," she said.
"They are both hosting a lot of merchants to enable, maybe, the smaller guy to have his business to be found, to do his commerce. and at the same time, they themselves are merchants, big merchants. So they are both hosts and they do the merchant business themselves."
Vestager's comments come a few days after an analyst from Citi Research suggested that it might be a good idea for Amazon to separate its e-commerce business from its cloud arm to avoid regulatory pressure.
Vestager told Wednesday's media conference: "And the question here is, about the data. Because if you as Amazon get the data from the smaller merchants that you host, which can be, of course, completely legitimate, because you can improve your service to these smaller merchants... well, do you then also use this data to do your own calculations as to what is the next big thing?
"What is it that people want? What kind of offers do they like to receive? What makes them buy things?"
She said it was considerations such as these that had led the EU to start gathering information about Amazon.
"...it is very early days in this anti-trust investigation into Amazon's business practices. We are gathering information on the issue and we have sent quite a number of questionnaires to market participants in order to understand this issue in full," Vestager said.
"As I said, these are very early days. We have no conclusions, we haven't formally opened the case, but we are trying to make sure that we sort of get the full picture because we saw it on our own... and this is also what a lot of people are talking about. So we will do the follow-up."