This link on NameBio will show you 1 letter domain name sales with a 2 letter country code (note it includes a few with third level as well). This includes numbers and letters, but you could exclude numbers easily if desired. https://namebio.com/?s==YzMwIDOwgTM
The least expensive I could find was p(.)de sold for $174 back in 2008 but can't imagine it going for that these days in .de.
The most expensive was o(.)co went for $350,000 in late 2010.
In terms of recent, most are low middle $$$$. The only reasonably priced recent one I could find was j(.)cf for $201 in November of 2017.
Best of luck in your search!
(if you go to 2 letter, there are many more choices)
Head towards flippa, go to domains section , set proper filters and search.
Watch (follow) some desired auction. Put one low bid to lock the auction (cant be cancelled). And wait for the last day. Then bid accordingly in last hour