You can find one of the oldest surviving books in the British Library, the Codex Sinaiticus. It was written on parchment in the fourth century and is over 1600 years old.
With that longevity and tradition, of course, SCA scribes want to work on animal skin. It's the ultimate scroll surface. But is it ever expensive.
When I can afford it, I usually buy my animal skin, from Talas. Their non-calligraphy types cost about $100 for a size suitable for a Peer's scroll. The calligrapher's quality costs even more.
So, why are vellum and parchment so expensive? You can get an idea watching this Dirty Jobs YouTube video in which Mike Rowe makes vellum.
This is why I now use pergamenata for my scrolls. I even prefer it to smooth Bristol board, which I used back in the day before SCA scribes discovered perg.
Even with these costs, you'll want to use vellum or parchment sometime. It's a wonderful scribal experience. You'll be enthused and feel emotionally connected to medieval manuscript creation.
Related Prior Post:
Untangling Your Scribal Paper Purchasing Puzzle