Howdy,
Selling or buying hay piecemeal from the farm is usually done by the square or roll price.
Selling or buying via auction, you are doing it by weight. Of course your bidding against others, and look, presentation, smell all have something to do with it. After you have done business this way, you still have the option of straight contact with that farmer for further sales. The price might be the same you bid at, or less. Of course this will be full loads of the seller.
*note
it's funny how some of the horse folks at these auctions will pay huge money for chemically treated alfalfa (high moisture presevative) In January and seeing stuff like it was cut and baled 3 days ago. Small Alfalfa squares, approx 150 sq's in the guys load sold for $210 a ton (Greencastle PA)
Most hay rolls I have scene in the Virginia area have been around the 800# mark. That seems to be the around town average. I have uppped my roll size and my rolls are now averageing 989# per roll. That was taken from a 22 roll delivery I made.
Quality is really a big factor as well, content, smell,cutting, look etc.. will all vary price.