Madris isn´t a very good place to knife shopping. Anyway, look for little knife shops and hardwares. As it´s been told, there are several Spanish cutlery brands you can check: Muela (of course), Joker and Cudeman are probably the best known outside Spain, but don´t forget Castañeda, or J.J. Martínez.
I´m not sure about the rules concerning other forums, so I won´t post here a link to a Spanish Forum where you could find more info about specific shops and cities. Anyway - I hope it would be OK- you can contact me by private message.
Best regards, and enjoy my country.