Exterior of the "House of Spain"

In a couple of sequences, you can see a shot of the exterior of a building. There are two yellow signs, one above the grandstand at ground level, and the other to the left of the image, which leads to a basement. The "Casa de España" is located in that basement. In the first sequence, one of the characters is seen going down. I'm not sure if the sequences filmed inside are from this location; it's possibly a set. The key to identifying this location is the bell tower with a clock that can be seen in the distance, which belongs to the Church of Santa Úrsula.