Sayyiduna Abu Rafi' (may Allah be pleased with him) said that the Prophet (peace and blessings be upon him) went round to all his wives together and took a ritual bath with each one of them. I said: "O Messenger of Allah, why did you not make it a single one?" He (peace and blessings be upon him) said: "This is cleaner, purer and better."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النكاح / 14091