My understanding of the law is that if two or more girls are operating from the same premises then the premises is considered a brothel which is illegal.
Anth and Smiths are bang on - you and the WG haven't committed any crime, and I don't think it's the brothel which is illegal - it's 'controlling' prostitutes or 'keeping' a brothel which is an offence. So as Smiths points out the owner and even the Maid can get done.
But this is English law so you wouldn't expect anything like common sense or logic to apply - so you can of course have a brothel without any prostitutes in it!
Kid you not, the CPA briefing says 'A brothel is defined as "a place where people of opposite sexes are allowed to resort for illicit intercourse, whether the women are common prostitutes or not". It is not essential to show that the premises are in fact used for the purposes of prostitution (which involves payment for services rendered); a brothel exists where women offer sexual intercourse without charging.'
So if you let your teenage kids have a party at your house chances are they have turned it into a brothel. It's more about not upsetting the neighbours, so this covers wife swapping clubs, swingers parties and no doubt every student halls of residence. And because this discriminated against gays who weren't included, they changed the law specially so they were barred from having fun in bath houses and saunas too.
I would say these laws are medieval but they were only passed 40 odd years ago - our laws in the Middle Ages made more sense because they licensed brothels and it was the Church of England that controlled most of them - they won both ways, got paid for the original sin then sold you a 'pardon' for it to avoid hell!
Of course I am totally immune from ever running a brothel because it doesn't matter how many women there are in my house I am never in any danger of ever being offered sex.