If you feel like driving or taking the metra to Downtown Chicago, theres a street called Jewlers Row, (Wabash & Madison). There are literally TONS of wholesalers who sell, buy, and do appraisals on diamonds.
The following are listed as buyers:
1212 Ace of Diamonds, Inc. (312)332-6969
208 Diamonds Chicago, Inc. (312)782-5393
814 Frum, Howard Jewelers (312)332-5999
307 Hakimi Gem Imports, inc. (312)726-2039
1212 Hakimian Gem Co. (312)236-6969
304 Hakimian Imports (312)759-2022
706 Horberg, Charles Jewelers (312)263-4924
1010 Malnekoff, Nathan Jewelers (312)332-7054
312 Platinum Alley (312)263-2424
218 Platt, F. Jewelry, Ltd. (312)726-0771
This info was found at: 5 South Wabash | Mallers Building | Jewelers Row | Chicago Jewelers Center | Chicago Jewelry Appraisers | Jewelry Buyer Chicago | Custom Designed Jewelry | Chicago Custom Jewelry | Chicago Diamond Importers | Diamond Dealer Chicago | Chicago Antique