Hi,
by default there isn’t such functionality, but (for example) using Custom Fields extension you could crate an Ad Type field with “sell”, “buy” and “exchange” options, or you could classify the Ads like that using Categories.
I guess it all depends on what are you planning to do with the Ad types or how the specific ad types would differ.
BTW. It seems you have sent exactly the same question via email, please do not double post your questions, thanks.