They came with placards and plaintive cries of “shame” – a vast column of mourners snaking through central Moscow to commemorate the latest Russian opposition figure to meet a wretched fate.

But as tens of thousands trudged through the bone-chilling Moscow drizzle to pay their last respects to Boris Nemtsov, the adversary of Vladimir Putin, gunned down a stone’s throw from the Kremlin on Friday night, the mood was more one of quiet dismay rather than explosive anger.

Boris Nemtsov: marchers in Moscow honour murdered opposition politician – as it happened Read more

It was the biggest Moscow demonstration since the protests of 2011 – 12, which shook Putin’s leadership to the core. Police estimates of about 20,000 participants were well short of the mark. Those who turned up said more with their quiet placards than with any bold actions.

“He died for the future of Russia,” said some, while others echoed the response to the Charlie Hebdo attacks in Paris, saying simply: “I am Boris Nemtsov.” Sales manager Olga Sparber said: “We feel grief and depression that this kind of stuff is going on and will probably get worse. It gets harder and harder to believe anything can get better. Putin and his KGB team are to blame, just as he is to blame for the war in Ukraine.”

Facebook Twitter Pinterest People march in memory of Russian opposition leader Boris Nemtsov in Moscow Photograph: Sasha Mordovets/Getty Images

Many members of the democratic opposition blamed state-controlled television for whipping up patriotic paranoia. Putin himself has contributed to the atmosphere of suspicion by suggesting a fifth column is working to undermine Russia. “I’m part of the opposition, which they call fifth-columnists and national traitors,” Sparber said. “What happens on television and in the media is scary; there’s such hatred. They are pushing people toward aggression.”

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Sergei Ryzhov, a retired defence factory worker, said he had not attended a protest since the 1993 standoff between the then president, Boris Yeltsin, and parliament, but said he wanted to commemorate a politician who should have come to power instead of Putin.

“When they kill such a person in the middle of Moscow, it’s awful, and now they’re saying it was a provocation against Russia,” Ryzhov said. “It got to the point that I couldn’t stand it … There’s nothing left over from the 1990s, not the freedom of expression or of entrepreneurship. A small group of friends became the owners of our country.”

Nemtsov, who was shot in the back four times in a brazen drive-by shooting on a city centre bridge, was the last recognisable opposition figure still at large in Russia, following the exile of some and arrest of others. Deprived of airtime and influence, he was more of a nuisance to the Kremlin than a direct threat, though he had promised an exposé of Russian involvement in the Ukrainian war. He is the latest in a string of Kremlin opponents to die violently.

Facebook Twitter Pinterest Alexei Goncharenko, who was arrested for wearing a T-shirt depicting Boris Nemtsov and carrying the slogan ‘Heroes never die’. Photograph: Alexey Kravtsov/AFP/Getty Images

The rally mainly went off peacefully, although a few people were detained, and the Ukrainian MP Alexei Goncharenko was arrested by police before it started. He wrote on Facebook: “Police have detained me. I did not shout anything, did not carry any banners or flags; they simply detained me over the T-shirt.” It featured an image of Nemtsov and “Heroes never die”, one of the slogans of the Maidan revolution in Kiev.

According to Russian officials, Goncharenko, who was passed by police to Kremlin investigators, may face charges as part of an investigation into the deaths of more than 40 pro-Russia demonstrators in Odessa last May. They died when the building they took shelter in was set on fire after clashes with Ukrainian activists. It is unclear what jurisdiction Moscow has to try a Ukrainian parliamentarian for alleged crimes carried out on Ukrainian territory. Late in the evening, he told Ukrainian media he had been released and was in the Ukrainian embassy in Moscow.

Members of several opposition parties were carrying political party flags, as were groups of nationalists, some of whom held the white-yellow-black imperial tricolour. “We didn’t agree with [Nemtsov’s] political views but he wasn’t afraid to oppose the regime,” said one nationalist, who did not give his name.

Prominent activist Leonid Volkov, one of the organisers of the march, said the occasion was a chance for the opposition to “get united again”. He said: “All of us have lost friends and relations because of the Crimea issue or all this talk of national traitors. It’s important for all these people to see they’re not alone. In fact, there is a huge crowd of us.”

Speaking as people gathered at the start of the rally, opposition politician Mikhail Kasyanov, who was once prime minister under Putin, said he believed the killing would galvanise people to change their opinions and force change in the country.

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“I think this killing has exploded the minds of people and forced people to rethink the reality in which we live. The tragic death of Boris should be a turning point in our society, for those people who are not indifferent to what is happening in our country… I am certain that the situation will change within the next few months. Changes are inevitable.”

Economist Pyotr Lanskov predicted that Russia would soon see much wider unrest because of the economic slump which has been aggravated by western sanctions and the tumbling oil price. “The economy is getting bad. Soon even the stupid will understand that this is the fault of Putin’s regime if not through their brain, they’ll come to understand it through their stomach and join those who already figured it out.”

Russia’s investigative committee announced a reward of 3m roubles (about £31,500) for information leading to the capture of Nemtsov’s killers. However, investigators appear to have ruled out the theory that he was killed for his opposition views. Instead, spokesman Vladimir Markin said on Saturday that one of the main theories being investigated was that Nemtsov was killed by his fellow opposition politicians as a “sacrificial victim” to increase tension in society.

The female companion who was with Nemtsov when he was shot, Ukrainian citizen Anna Duritskaya, is being questioned by investigators. There were conflicting reports about whether she is free to leave her apartment and return to Ukraine, or not. Nemtsov will be buried at a Moscow cemetery on Tuesday.