Powershell not handling whitespaces in jq string interpolation command

I'm trying to follow this: https://jqlang.org/manual/#string-interpolation

In powershell I try this:echo '{"key": "value"}' | jq '\"Theinputwas:\(.key)\"'

And get this: "Theinputwas:value"

But, if I try to add whitespaces in the string: echo '{"key": "value"}' | jq '\"The input was:\(.key)\"'

I get: jq: error: syntax error, unexpected end of file, expecting QQSTRING_TEXT or QQSTRING_INTERP_START or QQSTRING_END (Windows cmd shell quoting issues?)

I spent a lot of time to finally make the interpolation work on powershell because of the multiple quotes, but now I'm stuck with this whitespace problem that is not mentioned by jq.