AntiVirus for Mac running parallels

I'm using OS X 10.10.1 on my Mac. I use Parallels Desktop 10 and VMware Fusion 7.1. I do use windows a lot on Parallels and Fusion (Several Virtual machines). Windows 8.1,7 and XP. I've installed Avast free AV on OS X. Do i need to install separate Anti viruses on VMs ?? or do OS X Avast antivirus detect Windows viruses and malware ? Please explain. Thanks :)