It depends completely on the medium. We had a ratio of 3% of users on our app paying, so out of 1000 users, 30 would buy something. (Advertised as a recipe app, but we funneled them to ingredients)
But when we did ads, it was practically 0 out of 1000.
I wouldn't pay too much attention to CTR. CTR can mean a range of things. The best way to have a high CTR is pornography, and people who optimize solely for CTR often end up with ads that are borderline porn. The next best are trypophobia triggering images, or something like a celebrity promising a miracle weight loss. That doesn't mean they'll buy, their lizard brain just clicks the button.
One way to think of it is like fishing. If you go to the ocean, you have a very large net and basically don't need to target anyone. The majority won't care about your product, but you'll have a huge, scalable market to advertise to. Leave it for over 3 months or so, they'll come.
Or you can do targeted fishing in a small pond (aka sales). You won't catch very much fish, but you'll end up with a very high conversion rate and most of the people you get are already interested. In my experience with sales, about 1 in 2 will respond to an email if it's targeted enough and if you follow up, so it's basically a 50% CTR?
You don't necessarily want to do sales, not for courses, so you might opt for something in the middle, like using influencers (aka KOL).
Mass marketing is effective if you can get it from multiple angles. There's a saying that someone has to see the product 8 times before they click. So they go to your Udemy, it shows up thrice on Facebook, a friend talks about it, they see it on a billboard, then on a car, and then their spouse mentions it, and finally they buy. This works better for shampoo brands and such.