The COVID-19 pandemic is changing the world in unprecedented and unpredictable ways. Human mobility, being the greatest facilitator for the spread of the virus, is at the epicenter of this change. In order to study mobility under COVID-19, to evaluate the efficiency of mobility restriction policies, and to facilitate a better response to future crisis, we need to understand all possible mobility data sources at our disposal. Our work studies private mobility sources, gathered from mobile-phones and released by large technological companies. These data are of special interest because, unlike most public sources, it is focused on individuals rather than on transportation means. Furthermore, the sample of society they cover is large and representative. On the other hand, these data are not directly accessible for anonymity reasons. Thus, properly interpreting its patterns demands caution. Aware of that, we explore the behavior and inter-relations of private sources of mobility data in the context of Spain. This country represents a good experimental setting due to both its large and fast pandemic peak and its implementation of a sustained, generalized lockdown. Our work illustrates how a direct and naive comparison between sources can be misleading, as certain days (e.g., Sundays) exhibit a directly adverse behavior. After understanding their particularities, we find them to be partially correlated and, what is more important, complementary under a proper interpretation. Finally, we confirm that mobile-data can be used to evaluate the efficiency of implemented policies, detect changes in mobility trends, and provide insights into what new normality means in Spain.