More than 100 Indonesians in Hong Kong have held a prayer vigil and demanded justice for two Indonesian women found stabbed to death in a luxury apartment.

Among those at Sunday's vigil were the cousin and friend of one of the victims, 25-year-old Sumarti Ningsih. British banker Rurik George Caton Jutting has been charged with murdering Ningsih and 29-year-old Seneng Mujiasih. He has not yet entered a plea.

The cousin, Jumiati, who like many Indonesians uses one name, said she had last seen Ningsih in August in their home village in Indonesia. She said she called police about a week ago to report that Ningsih was missing and later was asked to identify her body.

Like Ningsih, many of those at the vigil came to Hong Kong as domestic workers.