Built 1619-1623 in Dutch Renaissance style by King Christian IV with Lorenz og Hans van Steenwinckel as his architects. The latter was also the designer for Rundetårn (the Round Tower). They were sons of the Dutch-born architect Hans van Steenwinckel the Elder who also worked for Christian IV and was responsible, amongst other things, for the tower of Helligåndskirken (Church of the Holy Spirit).

Børsen (similar to the French La Bourse) was built as a covered market place, an "exchange". It became a stock exchange in the 19th century but is now the Chamber of Commerce.

Erected on a stone plinth, the walls are constructed of red brick with sandstone framing, decoration and sculpture. The decorated gable dormers on the east facade (first picture) date from Christian IV's building, whilst only the middle dormer on the west side is from that period.  The others were added in 1879-83. The roof was originally of lead but later became a mixture of lead, tin and tiles. It was changed to a copper-clad roof during the major restoration of 1879-83. At that time much of the sculpture and other sandstone was renewed. Christian IV's spire with the four intertwined dragon tails was rebuilt in1775. On its tip it carries three crowns symbolising the kingdoms of Denmark, Norway and Sweden.