The most common and most likely answer to this crossword clue is the 10 letter word ALL-SEATER
I've seen this crossword clue in Financial Times
A
L
L
-
S
E
A
T
E
R
Buddy explains!
The straight part
We know that "such a venue" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case such a venue = all-seater.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does ALL-SEATER mean?
ALL-SEATER noun- A sport stadium in which every spectator has a seat.