I do wonder if the commodity prices in the markets are reported to be cheaper or costlier than average means some hard coded average or takes into account the fluctuating (and indeed inflating) market prices.
I noticed that at the beginning of the game you can find stuff to buy and sell between towns that are somewhat far away from each other, but as the game progresses most items become marked as above the average price - which doesn't mean that you can't make profit, but you'd have to work harder.
Another more concerning issue for you as a player is that you're competing with caravans, including your own. The more traversal of goods there is, the faster prices of goods become universally fixed and there's less money to be had by buying and selling. In a real world market that would be good news for manufacturing (workshops) since there's always access to buyers and sellers (consumers and raw materials) and so the market would respond with more and more production (hence economic growth) which would require more and more traders to be moving around.
Alas, the game cannot simulate a real world economy that way since there are too many complex variables to consider and to simulate. One issue in particular is that it's unclear whether or not the world Denars has a fixed source or is it generated dynamically with no "sinks" - that also results in inflation (hence the problem with fiat currency). It would have been nice for instance to tie Denars to silver ore - basically towns take silver ore from the market and dump Denars back into it and thus the production of currency does not arbitrarily grow. Still... other aspects of the game's currency remain fixed like wages, cost of setting up things, item prices which again causes issues for the player (money becomes either too available or too inaccessible).
To make a real trading sim would probably require far more than what's reasonable in a sandbox medieval war game.