Spin-spin correlations can be the driving force that favours certain ground states and are key in numerous models that describe the behaviour of strongly correlated materials. While the sum of collective correlations usually lead to a macroscopically measurable change in properties, a direct quantification of correlations in atomic scale systems is difficult. Here we determine the correlations between a strongly hybridized spin impurity on the tip of a scanning tunnelling microscope and its electron bath by varying the coupling to a second spin impurity weakly hybridized to the sample surface. Electronic transport through these coupled spins reveals an asymmetry in the differential conductance reminiscent of spin-polarized transport in a magnetic field. We show that at zero field, this asymmetry can be controlled by the coupling strength and is related to either ferromagnetic or antiferromagnetic spin-spin correlations in the tip.