Rovers had an initial bid turned down by Iron boss Brian Laws last week.
And Dickov admitted a second bid had also been dismissed.
He said: “We have a valuation for Mark and we’re not going to be pushed on that.
“We won’t be held to ransom
“I wanted to keep the bids confidential but they’ve chosen to make them public.
“Maybe they’re trying to get an auction going for him but we’re not going to get dragged into anything like that.
“He’s a quality player, a creative lad with a bit of steel and we would like to have had him.
“But we’ve got plenty of other irons in the fire.”
Source: Donny Mad