The manager spoke of his admiration for Valencia's Juan Mata and Everton's Phil Jagielka. Both players have being heavily linked with a move to North London over the last month.
"Our business will be done sooner rather than later but it is difficult to speak about any individual player because that makes things difficult," said Wenger. "I cannot complain about other clubs talking about our players and then do the same."I like the player [Mata], but that does not mean we will buy him. The other player [Jagielka] is under contract at Everton. If we want to buy a player, we need first the agreement of their club.
"At the moment the rules are constructed in a way where it is basically forbidden to speak about one individual player. I know that not everybody respects it, but I try to do as well as I can.
"The transfer window does not close until August 31 but, as Wenger explained, market movement depends on more than just Arsenal. At the moment you have two categories of movement, one from zero to 10 million, and one from 30 to 50 million. We are in between," he said.
"In between nothing happens at the moment, there has been very little movement. All over Europe our industry is basically in a very bad financial situation. All the clubs who live from the money which football generates do not buy.
"The only clubs who buy at the moment in Europe are ones who buy with money which is not generated by our industry. There are two categories of club - those who travel with sweat and those who travel with petrol. We are those who travel with sweat."