It very much depends on each individual and context. The Spanish Habsburgs always had a very strong sense of the importance of the family. They would occasionally feud with their German/Austrian cousins, but never to the point of war or murder, for blood is thicker than water, as they say.

From Philip II, we have an enormous amount of letters, both personal and official, on any given matter, which gives us a solid insight into Philip's personality. Philip lost his mother at a very young age, and his father was more than estranged, being constantly travelling, especially to Germany because of the many wars. This helped to strengthen Philip's relationship with his sisters, most particularly with Mary. He also confided a lot of matters, later in life, with his daughters, whom he loved dearly.

In his letters to his sister Mary, he writes many times about raising his daughters, and they both counsel eachother on the matters of raising children. These letters are very tender and quite refute the idea of a somber man projected by Venetian ambassador Morosini and many other writers. One can see that Philip had a very good sense of humour, telling his sister and his daughters how much fun he had when he saw the dwarf Margarita getting drunk, or how he fell asleep during one of the sermons in Lisbon because the Portuguese priest was immensely boring, something quite unbecoming of the religious fanatic he is always painted as. With Mary, king Philip also shows a certain a certain mistrust of her husband Maximilian, giving her precise instruction in his letters on what she can show him, and on what Austrian matters should Mary inform her brother.

Philip's daughter Catherine Michelle always was his little girl, and the letters between him and her show a solid bond, with Catherine confiding many things of her life in Savoy, even commenting on how sweet her husband is, both enjoying Turin when covered in snow when they would cross the city in a fancy sled. Catherine's death at age 29 left Philip devastated.

Isabel Clara Eugenia, on the other hand, had a more political and intellectual bond, but no less affectionate by any means. The letters show the more intimate and psychological aspects of Philip, who loved his daughter to no end.

The House of Habsburg always put a great emphasis on family bonds (Louis XIV's mother was Anne of Austria, let's not forget that), and it shows not only in king Philip II's correspondence, but it is a constant with the Spanish Habsburgs.