It comes as police continue to question a 20-year-old man on suspicion of murdering Ms Gray.
The two women, from Poole, Dorset, were stabbed on Durley Chine Beach, Bournemouth, at around 11.45pm on May 24.
Ms Gray, 34, was pronounced dead at the scene while the 38-year-old woman was taken to hospital with serious injuries. Police said yesterday she had been released from hospital.
Custody
A spokesman said: "She is continuing her recovery and we ask that her privacy is respected at this time."
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