I'm currently working as an auxiliar de conversación here in Madrid so I'm very exposed to what those in high school are learning. This job also requires me to talk non-stop, all day, which I love. So if you're worried about either the conversations getting slightly boring or being embarrassed because of your speaking ability, don't worry, I'm very used to it. Furthermore, for those interested in learning more business-specific English, I studied economics at the University of Melbourne before working for a well-known Australian franchise for 2 years prior to arriving in Spain.
While the speaking aspects will only improve drastically by talking to native speakers, you can improve your English significantly through committing to English-language TV shows and films with the subtitles in English, particularly those you might have already seen in your native language as well as reading books, again, ones you have already read (hello Harry Potter) and simply using Duolingo (which will never make you fluent but definitely makes a great base!!)
I would say it is slightly harder to learn English in Madrid than other cities due to many people from other countries willing to learn and then speak Spanish when they are here. However it is still a very international city and you could even pretend to not know Spanish if you wanted to practice in stores and restaurants closer to the centre.
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