First thing I came over:
https://eu.theunderminejournal.com/item.php?item=74248. Scroll down to EU Markets Chart. What I can see in this picture is that the prices skyrocket when you move your eyes to the left, where the low population / small market AHs are. Then again it doesn't really matter, because according to the site these realms don't get the chance to buy 1000% overpriced Sha Crystals very often; they're usually nowhere to be bought at all. Unfortunately this was the only remotely relevant info I could find on the site in 10 minutes. The site seems heavily bugged or just missing information for a lot of realms, though. I'll keep looking
And I don't post auctions, ever. Bringing up this topic is kinda mostly because I'm surprised noone else has tried starting a constructive discussion about it. The community seems reluctant to try to find solutions for all the shit Blizzard does to the game...