You're looking at the pool prices. That accounts only for 20-30% of the final bill people has to pay. The rest is taxes (and even taxes over taxes) and regulated costs, which by the way are quite opaque, despite they make some cosmetic effort of transparency.

The rationale, they say, is that the spanish grid is "solid" and we rarely have problems, which is true but I don't know to what extent this explains the prices, or if cheaper countries do really have much more problems than us, which I highly doubt.

What are some examples of final cost including taxes for customers? I pay 0.1-0.2€ per kWh after massive taxes

                 Electricity price (A)
  +      Distribution network fees (B1)
  +      Transmission network fees (B2)
  +    Excise taxes on electricity (C)
  ────────────────────────────────
                          Subtotal 
  +                        21% VAT (D)
  ────────────────────────────────
         Electricity price on bill

Depending on the circumstances, (A) is inevitably dwarfed by (B), (C) and (D).

It sums up to somewhere between €0.23 and €0.28 per kWh for a cheap energy provider.

From my last bill (Finland):

Electricity: 0.053 €/kWh Transfer fee: 0.043 €/kWh Electricity tax: 0.028 €/kWh VAT: 0.023 €/kWh

So, about 0.146€ per kWh. The transfer fee is to the local utility company, and we can't avoid that, nor the taxes.

We're paying extra for having power generated by solar/wind only, but the cost of the electricity is only about 1/3 of the actual price.