It is narrated from Sayyiduna Abu Rafi' (may Allah be pleased with him) that one day the Prophet (peace and blessings be upon him) went round to his wives; he bathed with this one and bathed with that one (that is, he bathed with each wife). 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, better and more cleansing."
Imam Abu Dawud (may Allah have mercy on him) said: The hadith of Sayyiduna Anas (may Allah be pleased with him) is more authentic than this.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الطهارة / 988