(abridged) We explore the statistical properties of non-linear cosmic structures in a flat $\Lambda$CDM cosmology in which the index of the primordial power spectrum for scalar perturbations is allowed to depend on the scale. Within the inflationary paradigm, the running of the scalar spectral index can be related to the properties of the inflaton potential, and it is hence of critical importance to test it with all kinds of observations, which cover the linear and non-linear regime of gravitational instability. We focus on the amount of running $\alpha_{\mathrm{S},0}$ allowed by an updated combination of CMB anisotropy data and the 2dF Galaxy Redshift Survey. Our analysis constrains $\alpha_{\mathrm{S},0} = -0.051^{+0.047}_{-0.053}$ $(-0.034^{+0.039}_{-0.040})$ at 95% Confidence Level when (not) taking into account primordial gravitational waves in a ratio as predicted by canonical single field inflation, in agreement with other works. For the cosmological models best fitting the data both with and without running we studied the abundance of galaxy clusters and of rare objects, the halo bias, the concentration of dark matter halos, the Baryon Acoustic Oscillation, the power spectrum of cosmic shear, and the Integrated Sachs-Wolfe effect. We find that counting galaxy clusters in future X-ray and Sunyaev-Zel'dovich surveys could discriminate between the two models, more so if broad redshift information about the cluster samples will be available. Likewise, measurements of the power spectrum of cosmological weak lensing as performed by planned all-sky optical surveys such as EUCLID could detect a running of the primordial spectral index, provided the uncertainties about the source redshift distribution and the underlying matter power spectrum are well under control.