STORY: Sanchez said on Wednesday (April 24) he would step back "for a few days" to decide whether he wants to continue leading the government after a court launched a business corruption probe into his wife's private dealings. He said this was part of a sustained campaign of slander against him and his family by political opponents.

"What do some people think democracy is? Because using the powers of the judiciary, of the far-right press to overthrow a government, that is a coup without the use of weapons," said Socialist supporter Octavio Valle.

Sanchez denies the allegations made against his wife, Begona Gomez, and said he will announce his decision on his future on Monday (April 29).

"We don't want the democracy that we have achieved to go, it has taken many years to achieve it and now they just want to end it and it can't be, they won't pass," said retiree Pacqui Bermejo.

Some 12,500 supporters joined the rally, according to the Spanish government.