The case has shocked Spain, and on Monday crowds demonstrated at town halls across the country to protest domestic violence after similar gatherings over the weekend.

The girls, aged one and six, were reported missing on April 27th after being taken away by their father, Tomas Gimeno. Investigators fear he abducted and killed them.

On Thursday, the body of six-year-old Olivia was found at the bottom of the sea off Tenerife wrapped in a bag that was weighted down with an anchor.

The investigating magistrate said it was “most likely” that Gimeno had killed both his daughters at home then dumped their bodies at a depth where they were unlikely to ever be found.

In her nine-page statement, the magistrate said when Gimeno had taken the girls, he wanted “to kill them in a planned and premeditated manner”.

READ MORE: How the death of six-year-old Olivia is exposing Spain’s cruellest gender violence

“He aimed to inflict on his ex-partner the greatest pain that he could imagine, an inhuman pain,” she said.

On the day the girls went missing, Gimeno was seen loading several bags onto his boat, witnesses told investigators.

An autopsy carried out on Friday morning found Olivia had died a “violent death”, the court said, after a gag order was lifted over the weekend.

 ‘Monstrous act’

The case has gripped Spain, where 39 minors have been killed since 2013 by their fathers or by a partner or former partner of their mothers.

And so far this year alone, 18 women have been killed as a result of gender violence. The overall number of victims now stands at 1,096 since records first began on January 1, 2003, government figures show.

Spanish Prime Minister Pedro Sánchez said Friday “the whole of Spain is in shock” over the case, which has been passed to a Tenerife court specialising in gender violence.

The court magistrate said the worst was feared for Olivia’s sister Anna.

“Although only Olivia’s body has been located so far the most probable hypothesis regarding Anna is, unfortunately, the same,” she said.

The suspected abduction and murder of the two girls came a year after the girls’ mother, Beatriz Zimmermann, broke up with Gimeno.

He sent her “offensive and insulting” messages after the break-up, especially when she found a new partner, the magistrate said.

“The defendant’s desire was to leave his ex-partner in the dark as to the fate of Olivia and Anna,” she wrote.

In a searing open letter published on Sunday, the girls’ mother wrote that it was “the most monstrous act a person can commit: killing their own innocent children”.

“When they told me the news, the world came crashing down on me, and as hard as it is, at least now I can mourn their loss,” she wrote.