The protest was organised by two centre-right parties, the Popular Party and Ciudadanos, with the new far-right Vox Party also participating.
Earlier, the opposition called on Spaniards to take to the streets after the government's proposal, voiced last Tuesday, to appoint a rapporteur in negotiations among political parties to address the Catalan political crisis.
Opposition leaders view the proposed move as treason and a surrender to the demands of Catalan independence activists. The rally is being accompanied by calls for early elections.
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