Hi Iano --
Sorry for the delayed response to your query.. with Christmas holidays in between I was busy wrapping/opening up presents and giving lots of hugs and kisses to my niece and nephew!
I just checked out
LOQUO and came up with the following
LINK which lists flats/rooms available for rental on a per day basis.
I also googled the search term \"aparthotel madrid\" and came up with
THIS LIST. Hopefully these will be good starting points for you.
I also recommend that you check with
Madrid Insider as he also deals with housing rentals... although I am not sure if he has the kind of accommodation that you are looking for.
Good luck with your search and let us know how it goes!
P.S. if you need help with the Spanish, let us know. Tony and I (and I am sure others) would be more than happy to jump in and help you out.