Sayyiduna Umar bin al-Khattab (may Allah be pleased with him) wrote a letter to Sayyiduna Abu Ubaydah bin al-Jarrah (may Allah be pleased with him): 'Amma ba'd' (After praise and glorification)! It has reached me that Muslim women bathe in the bathhouses, and women of the People of the Book are with them. So forbid them from that and stand in the way of it.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النكاح / 13542