We pay about 6 euros a bale , sometimes 6.50, but they are big bales not like the standard English size, Two types available Paja avena (oat straw) good quality the horses love it, or wheat straw no good for feeding but ok for bedding, usually a bit cheaper. 
They also sell it at Soldebre, but it isn't such good quality. this time of year the quality does vary though.