Sara Errani extended her clay court winning streak to 16 matches with a three set first round win.
Victoria Azarenka survived the toughest first round draw, edging former No.2 Svetlana Kuznetsova.
Sam Stosur survived three-setters in her first two rounds, with Petra Martic and Christina McHale.
Venus Williams edged Simona Halep in the first round but then fell to Angelique Kerber in the second.
Serena Williams had the opposite path, losing just seven games in her first two rounds combined.
Petra Kvitova came back as defending champion and won her first round routinely over Marina Erakovic.
Agnieszka Radwanska cruised through her early rounds in her first week as the world's No.3 player.
Caroline Wozniacki battled into the third round, setting up an all-star clash with Serena Williams.
Lucie Hradecka scored her first Top 10 win in the second round against good friend Petra Kvitova.
Ana Ivanovic made it to the third round and pushed Victoria Azarenka to two very close sets, 64 64.
Caroline Wozniacki and Serena Williams took the court Thursday in a battle of former World No.1s.
After a slow start Serena Williams cruised to victory against Caroline Wozniacki in three, 16 63 62.
Li Na made the quarterfinals and was up a set and a break on Victoria Azarenka but fell, 36 63 63.
Varvara Lepchenko made her first Premier quarterfinal in Madrid but fell to Aga Radwanska, 64 64.
Sam Stosur's volleys were crisp but she succumbed to Lucie Hradecka and 19 aces in the quarterfinals.