It is narrated from Sayyiduna Abu Rafi' (may Allah be pleased with him) that the Messenger of Allah (peace and blessings be upon him) went round to all his wives, one after another, and performed a separate ritual bath (ghusl) at each wife's place. I said: O Messenger of Allah! Why did you not make it a single ritual bath? He (peace and blessings be upon him) said: "This is purer and better."
Hadith Referenceالمعجم الكبير للطبراني / باب الألف / 969