Cadiz? Where Saul has been staying. I experience that old familiar thump of paranoid dread, but try to dismiss it as mere coincidence. ‘Well, why don’t I take you shopping?’ I suggest. ‘We could go to the Vermeer exhibition at the Prado.’

‘You don’t want me just to come over?’

‘No. I want us to behave like a normal couple. Meet me at the main entrance to El Corte Ingles in Arguelles at midday.’

I have a hidden agenda, of course. Two or three times a week I follow a short counter-surveillance routine from the flat to El Corte Ingles via the post office off Calle de Quintana. The ten-minute route provides several opportunities to observe for a tail, while the department store itself is an ideal location in which to flush out a hostile team. In tradecraft terms, this process is called ‘dry cleaning’.

If I lived on a quieter street, one of my first actions would be to step out onto the balcony in order to check for operatives in ‘trigger’ positions; that is to say, anybody keeping an eye on my front door. But Princesa is far too busy to make an effective assessment of outside surveillance, so I set out down Ventura Rodriguez and make a right just beyond Cascaras. At the next block, on the corner of Martin de los Heros and Calle de Luisa Fernanda, there’s a branch of the Banco Popular with a broad glass facade set at a perfect angle with which to observe the pavements behind. Still, I have only about one and a half seconds to notice the teenage girl with her hair in pigtails walking twenty metres behind me, and a middle-aged man on the opposite side of the street holding a carrier bag and scratching his nose. The trick is to memorize faces in order to be able to recognize them if they reappear at a later date. Were I, for example, to see the woman who was talking on her mobile phone yesterday outside the tyre shop, that would conclusively prove that I have a surveillance problem.

The post office is also ideal, particularly for watchers who may not know the interior layout, and might therefore lack the nerve to wait outside. My PO box is on the first floor, up a narrow flight of stairs inside a small room that’s usually deserted. If an operative were careless enough to follow me, I could get a good look at his face simply by nodding to greet him. Downstairs, the post office itself is usually crammed with customers, providing a convenient choke point in which to flush out a tail. Again, the trick is to remember faces without making eye contact. You don’t want them to know that they’ve been spotted, and they certainly don’t want to be seen.

After the post office I double back onto Quintana and walk up the hill towards El Corte Ingles. There are two zebra crossings en route and I always pause to make a phone call at the second of them, dialling just as the pedestrian lights are turning green. This is a useful technique, and one facilitated by mobile phone technology, because it allows me to turn through a complete circle without drawing attention to myself. Furthermore, anyone following me on foot is obliged to pass and cross the street, or to walk on towards the next corner. Today I call Saul, who says he left Cadiz a few days ago and drove back via Ronda to Seville. He sounds jaded, perhaps depressed, and has a ticket on the AVE leaving for Madrid at four o’clock this afternoon.

‘Should be back by eight,’ he says wearily. ‘Looking forward to seeing you.’

Sofia, as ever, is twenty minutes late. It’s annoying to have to wait for her, standing around in plain sight of the entrance to Corte Ingles with nobody to speak to and nothing to pass the time. She is wearing sunglasses, not unlike Rosalia’s, and looks around nervously before greeting me with an abrupt kiss.

‘Let’s go inside,’ she says, anxious not to be spotted by one of her friends. ‘You look terrible, carino. Didn’t you sleep in London?’

‘I was on a camp bed,’ I tell her, a lie so instantaneous that I have no sense of its origin. ‘Kept waking up every two hours, couldn’t get back to sleep.’

‘Then you should have stayed in a hotel,’ she says, as if I have been both stupid and unreasonable, and not for the first time it occurs to me that we are entering into a discussion entirely without basis in fact.

‘Well, I thought about it,’ I tell her, ‘but my friend would have been offended. I hadn’t seen her in years.’

‘You were staying with a girl?’

Now why did I say that?

‘Sure. Not a girlfriend. An old flatmate from university. She’s engaged. She has a boyfriend.’

‘I’m married,’ Sofia replies curtly, and it will now be at least ten minutes before the clouds of her jealousy subside.

We begin on the ground floor, ostensibly shopping for handbags and make-up. There are a few small reflective surfaces in the department but nothing to compare with the full-length mirrors upstairs in men’s and women’s fashions. I keep a constant look-out for faces and try to recall as many of them as I can before suggesting to Sofia that we take the switch-back escalators up to Level One. These are perhaps the best surveillance traps in the entire barrio. For a start, they are mirrored all the way up, allowing any number of opportunities to observe customers moving up or down on parallel stairs. Better still, they are situated in the centre of the building. It is therefore possible between floors to make an apparently wrong turn into a department, to spin around, briefly check the escalator for a tail, and then continue in the opposite direction. That’s exactly what happens on Level One, where Sofia even adds a note of unwitting authenticity by grabbing my arm and saying, ‘No, not that way,’ as I turn left, rather than right, into women’s fashions. She picks out several dresses and I buy two for her with the cash left over from Alfonso. At this point her mood visibly improves. Then we go up to Level Two where Sofia insists that I try on an array of Eurotrash jackets, most of which, she agrees, make me look like an Albanian pimp. Still, she’s determined to buy me something and it is with a sense of foreboding that we head towards Ralph Lauren. In Spain, the pijo look – Polo shirts, pressed chinos, tank tops – is considered the height of fashion among the more conservative classes, and Sofia finds no irony in recommending outfits that would have me beaten up in Notting Hill.

‘What are you trying to do, turn me into your husband?’ I ask as she passes yet another striped shirt through the changing-room curtains.

‘Just try it on,’ she says. ‘Don’t be so trendy, Alec.’

Eventually I settle for a jumper, endlessly checked in a full-length mirror providing almost total coverage of the men’s department. There’s no sign of the girl in pigtails, nor of the man with the carrier bags. Laden with shopping, we then leave via the exit on Alberto Aguilera, looping back towards the main entrance at Arguelles metro before proceeding east down Princesa. The walk offers conclusive proof that I don’t have a surveillance problem; in almost an hour of dry cleaning I haven’t noticed anything to arouse my suspicion.

Back at the apartment, Sofia makes lunch but shows no interest in going to bed. I am secretly glad of this, but irritated none the less by the sock to my vanity. Although she has never mentioned it directly, her sex life with Julian is clearly abysmal and I relish my role as the handsome young buck, Pyle to his Thomas Fowler. Instead we take a cab to the Prado, Sofia bombarding me with a series of uncharacteristically aggressive questions en route.

‘How come you didn’t answer your phone when you were away? For ten days you haven’t talked to me. Is it because you were sleeping with this girl?’

I respond as calmly as possible, sensing that she is picking a fight for the sake of it, yet the presence of the taxi driver is unnerving. I am naturally reticent and closed and loathe holding potentially embarrassing conversations in the presence of strangers. Perhaps on this occasion, however, it is a blessing in disguise; were we back at the flat I would certainly accuse Sofia of hypocrisy and encourage the conversation to escalate into a full-scale row. Who is she, after all, to accuse me of infidelity when she shares Julian’s bed, night after night?

‘Can we talk about this later?’

‘No. I would like to talk about it now.’

‘You’re worried about me going to bed with another woman? You think I’m seeing somebody else?’

‘I don’t care who you see,’ she says, unconvincingly. The cab slides across two empty lanes in bright sunshine. ‘I just care that you don’t lie to me.’

‘Well, that’s reassuring. Thank you. This is turning out to be a terrific afternoon, just what I had in mind.’

Perhaps we have arrived at adultery’s inevitable final reel: it can go no further than mild escapism. Sofia cannot respect me for what I have done to Julian, and I cannot respect her for betraying her husband. She wants nothing more from the relationship, and I have nothing left to give. It has all gone on for far too long. We have absorbed one another’s lies.

‘What is this about, Sofia? What is it that you want?’

A withering look. ‘ Que?’

‘If it’s not worth it, if you’re not having a good time, then why did you agree to meet me today? Just to have

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