Perfectly legal, as is selling, advertising for sale or purchasing sexual services in the UK. You are not exercising any control over your advertiser's activities so there is no problem at all, with legalities at least. Your problem is the zillion or so tin pot directories which already exist, and the fact that most ladies have long since learned that there's no point bothering with them because they don't generate any work.
I would have a look down the various 'directory' advertising threads in this section - as a non-sex worker you can't post on the main boards but you are welcome to put a link to your directory here if you decide to continue with it.