Hello, from Shanghai to Shenzhen, many flights are available daily for your choice. And several flights provided by Shenzhen Airlines are also available. Here is one for your reference: Shanghai - Shenzhen ZH9918 1120/1320

And I got that the full price for per economy class ticket is CNY1400, but there are always some discounted tickets available. Take Sep.23 for example, 50% off tickets can be bought. Besides, so far as I know, if there are 10 people and above in your group, you can apply for group price. For more, you can ask some booking agencies or consult the airlines directly.