It depends on the material being sold (its rarity, condition, provenance, etc.) and your reason for selling it (are you either a collector or non-collector trying to get rid of a collection, or are you a dealer?).
I have been a collector for the past 60 years. Inherited 2 collections.
If I sell them individually they will be in very good condition.
If I sell the entire collection, it will be as a mix nag. majority will be in very good condition.
I am not a stamp dealer.
I have never sold a stamp.
Between years 1980 and 1990 I spent $20,000 (Can. $s ) buying stamps and first day covers.
I think if you have the time to sell them individually, it would be more profitable, like selling parts off an Audi. However, who has that kind of time?
Problem may be, selling everything to one person or to one company may not be in your favor if you are looking for the most value.