I imagine selling an artifact somewhat similar to the following scenario:
Someone announces in the worldwide criminal underworld that he has a surplus Sovjet-era nuclear weapon to sell.
And various governments and organisations become very interested in both the nuke and the person selling it.
Sure, if this person can pull it of, he has a chance of ending up very, very rich. On the other hand, if he makes even a minor mistake he could end up very, very dead.
The same is true for artifacts. Sure, there is a market for them in the sense that there are people willing to pay a lot of gold for them. But if it becomes known that you have an artifact you are willing to sell, then a lot of people will send you offers for it.
And most of these people will not take "No" for an answer.
Really, if you want to sell an artifact, your best bet is to identify a person or organzation that both has plenty to offer you in exchange for it, and is unlikely to just kill you outright for this item. Haggle with them as much as possible, but in the end accept their offer. Sure, you probably won't get as much as if you had auctioned it off and compared various offers, but at least you will live to enjoy it...