I found out that the german zooplus site sells hay, it's €16 for a 14kg bale, which is pretty cheap. That'd be about £13. It's a huge bale and they love the hay. I used to buy normal pet shop hay, but this is much greener and must taste a lot nicer because they love it. I'm sure it's probably not as green as really fancy stuff, but it's pretty green. I'd definitely recommend it. They also sell it in 2.5kg bags, but it'd be cheaper if you can buy the big one and have somewhere to store it, like a spare room or shed.
It's a bit hard to find your way around the german website though! I don't even speak German, but there are websites that will translate the page!