In 2020, countries affected by the COVID-19 pandemic implemented various non-pharmaceutical interventions to contrast the spread of the virus and its impact on their healthcare systems and economies. Using Italian data at different geographic scales, we investigate the relationship between human mobility, which subsumes many facets of the population's response to the changing situation, and the spread of COVID-19. Leveraging mobile phone data from February through September 2020, we find a striking relationship between the decrease in mobility flows and the net reproduction number. We find that the time needed to switch off mobility and bring the net reproduction number below the critical threshold of 1 is about one week. Moreover, we observe a strong relationship between the number of days spent above such threshold before the lockdown-induced drop in mobility flows and the total number of infections per 100k inhabitants. Estimating the statistical effect of mobility flows on the net reproduction number over time, we document a 2-week lag positive association, strong in March and April, and weaker but still significant in June. Our study demonstrates the value of big mobility data to monitor the epidemic and inform control interventions during its unfolding.