One day the Prophet ﷺ had intercourse with all his wives. He took a bath after each intercourse. I asked him: Messenger of Allah, why don't you make it a single bath? He replied: This is more purifying, better and cleaning. Abu Dawud said: The tradition narrated by Anas is more sound that this tradition.  

أَنَّ النَّبِيَّ ﷺ طَافَ ذَاتَ يَوْمٍ عَلَى نِسَائِهِ يَغْتَسِلُ عِنْدَ هَذِهِ وَعِنْدَ هَذِهِ قَالَ فَقُلْتُ لَهُ يَا رَسُولَ اللَّهِ أَلاَ تَجْعَلُهُ غُسْلاً وَاحِدًا قَالَ هَذَا أَزْكَى وَأَطْيَبُ وَأَطْهَرُ  

The Prophet (May peace be upon him) said : When any of you has intercourse with his wife and desire to repeat it, he should perform ablution between them.  

عَنِ النَّبِيِّ ﷺ قَالَ إِذَا أَتَى أَحَدُكُمْ أَهْلَهُ ثُمَّ بَدَا لَهُ أَنْ يُعَاوِدَ فَلْيَتَوَضَّأْ بَيْنَهُمَا وُضُوءًا