Two people were arrested and a further 12 needed treatment by emergency services after thousands of demonstrators took to the streets of Madrid on Saturday for the third time in less than a week to protest against the government of Mariano Rajoy.

Over 5,000 people were involved in the protest in the Paseo del Prado, close to the Spanish Congress, the scene of the original demonstration on Tuesday and 24 hours later.

The arrests and injuries happened after riot police decided to clear the area just after midnight on Saturday and launched a series of baton charges.

The charges were not as serious as those seen last Tuesday which ended with 35 arrests and 64 people needing medical attention.

Wednesday saw over 3,000 people take part in a spontaneous protest against the police handling of the even, while Saturday's demonstration saw protestors carrying placards with slogans such as 'Where is your badge number?' in reference at the fact that many police involved on Tuesday had their badges hidden in order to avoid identification.

As on Tuesday and Wednesday, police cordoned off the Congress building on Saturday. They also refused to allow the press to erect platforms to record events from above head height.

The authorities from the Madrid Regional Authority, which put the number of demonstrators at 4,500, highlighted that the protest was 'completely illegal,' given they had not given their permission for the vigil, which caused the Paseo del Prado to be closed to traffic in both directions.

Meanwhile hundreds of other demonstrators protested outside the offices of the 17 regional parliaments throughout Spain in a show of solidarity with Madrid.

The protest took place the same day that the government began to explain the details of the 2013 budget to Congress. The budget is based on spending cuts and includes a 22 percent reduction in the budget of the Health Ministry, something that looks certain to provoke more protest in the near future.