Yellow diamonds with great color are a rarity. While diamonds are rare generally, yellow diamonds are just a small percentage of even that small percentage. And yellow diamonds with great rich color are rarer still.
Diamonds get their color from various impurities in their chemical makeup. The most common impurity in diamonds is nitrogen. When the carbon atoms bond together often times they bond with trace amounts of nitrogen in them. A perfect colorless diamond (know as a D color of Type 2A variety) contains no traces of nitrogen. But as the color of the diamond moves from D - to E - F - G and downward, larger amounts of nitrogen are present. These all tend to slightly discolor the diamonds, and cause a great reduction in value and look.
Eventually however, if the nitrogen present in the diamonds gets to a certain level of concentration, the stones, rather than being white with a slightly off white color, become rich enough in color saturation to fall onto their own fancy color scale. And while, white diamonds are judged on their absence of color, fancy diamonds are judged on their color saturation.
Fancy diamonds range on scale from fancy light to fancy vivid with vivid usually being the most valuable. There can also be stones classified as fancy fark, which is generally a determination often associated with brown diamonds.
In addition to color saturation, fancy colored diamonds tend to have various tones of their primary color. For yellow diamonds, it's possible that they sometimes have greenish tones to them. Some yellows also end up with orange tones. Again, these have an impact on price. Yellow diamonds with the purist colors will be the most desired.
So when looking for yellow diamonds always consider the depth of the color, and the quality of the color.