Independently of any international agreements that the EU may have signed (Spain, as a Member State is obliged to comply with all of them), the Spanish authorities have to be informed whenever a piece of art or cultural heritage is exported out of its territory and an export licence has to be issued by the Culture Ministry. This includes coins.
This is what the law says, but as far as I know nobody who sells through eBay ever follows that rule. And most importantly not all the auction houses do it either. As usually happens in Spain, it seems this is yet another piece of over-the-top legislation that nobody in the country follows.
Regarding the international agreement that you mention, I know people who buys from auctions across Europe and no such certificate was ever issued by either German, French, British or Swiss authorities (nor requested by the country they live in). Maybe if you ask specifically, the auction house will issue it on request.