Some ceramics actually conduct heat very well. Alumina(Al2O3) is commonly used in electronic. Beryllium Oxid (BeO) is actually the best, it is used for RF power transistors. It handles high heat as well as high voltages. One drawback: its powder is toxic.
The plates of a peltier are made of Al2O3 for the most, sometimes contains BeO, or a mix of both.
Their thermal properties are
Al2O3 = 44 W/mk
BeO = 260 W/mk
For reference: Copper = 400W/mk
Other ceramics: Aluminum nitrides (AIN) or Silicon Carbide (SiC).
At the best, MICA is 1/10th of Al2O3.
Thermal Properties of Materials