From A Wiki of Ice and Fire
The Long Bridge is an old bridge that joins the two halves of Volantis across the mouth of the Rhoyne. It is a great span with a fused stone road supported by massive piers. It was built under orders of Triarch Vhalaso the Munificent. Lomas Longstrider named it one of the nine Wonders Made by Man.
The half of Volantis east of the Long Bridge is the older and richer part of the city, containing the Black Wall and the Temple of the Lord of Light. Foreigners are generally restricted to the western half of the city.
The Long Bridge's gateway at its eastern end is an arch of black stone carved with sphinxes, manticores, dragons and other strange beasts. The road is barely wide enough for two carts to pass side by side. Buildings rise on either side of the roadway. In the centre of the bridge the hands of thieves and the heads of executed criminals are displayed by Volantene spearmen decorated with green tiger stripes. 
Buildings rise on both sides of the bridge, including: shops, temples, taverns, inns, cyvasse parlours, and brothels. Most are three to four stories tall and each floor extending farther than the one beneath it. The topmost floors almost reach each other.
Customers can buy almost anything in the shops on the Long Bridge. Merchants include weavers, lacemakers, glassblowers, candlemakers, and fishwives. Goldsmiths and spicers keep guards at their doors.
Here and there, between the shops, a traveller might catch a glimpse of the river Rhoyne. To the north the river is a broad ribbon bright, while south of the bridge the Rhoyne joins the briny Summer Sea.
Traffic is thicker at the western end of the bridge, where the streets are filled with wayns, carts, hathays and slaves. It is then a short walk through the teeming waterfront districts of the west bank to Fishmonger's Square and the Merchant's House.
A Dance with Dragons
Tyrion Lannister and his captor, Ser Jorah Mormont, cross the Long Bridge from east to west in order to get to the Merchant's House and the widow of the waterfront. To Tyrion, crossing the bridge feels like passing through a torchlit tunnel. He thinks to himself that the Rhoyne is five times as wide as the Blackwater Rush at King's Landing. Jorah considers purchasing a jewelled tiara on a bed of purple velvet and haggles over a pair of gloves at a leatherworkers stall. He later gifts the widow with the gloves.