CDN publishes a wholesale GreenSheet with "Bid" and "Ask" prices. Most collectors I know reference sold auction prices for current trends.
You are correct. I've been to many large Currency/Coin shows, and personally know a number of dealers. A dealer once told me, when he sets up a table at one of these shows with display cases of notes for sale, he anticipates more buying than selling. Dealers buy and restock inventory when at these shows and most, if not all of them are not going to tell you what they paid for notes. And, it probably varies depending on how rare the note is, and if the dealer has a buyer for the note. I know of no price list containing prices of what dealers pay for notes.