David Parker said he heard the Glasgow financial adviser cry out "no Colin" just after Colin Coats – who is accused of murder – told him: "I'm taking her thumb."
Parker said Coats and co-accused Philip Wade arrived at his flat in Meadowfoot Road, West Kilbride, Ayrshire, where Ms Spence was being held, "every day, systematically," and inflicted violence on her.
As he wept in the witness stand at the High Court in Glasgow, Parker was asked by solicitor general Lesley Thomson, QC, prosecuting: "Are you thinking about what happened to Ms Spence at the moment?"
Parker, 38, and Paul Smith, 47, had previously been accused of murdering Ms Spence, 27, who has not been seen since April 2011. But they were cleared of murder after pleading guilty to holding Ms Spence against her will and assaulting her.
Coats and Wade, both 42, are still on trial and deny murdering her.
Giving evidence for the Crown, Parker said he was asked by Smith at the start of April 2011 if it was possible to let his flat out for a couple of days.
Parker said that on April 14, Coats and Wade arrived with Ms Spence, taking her up to the attic. Parker said he could hear "raised voices and muffled cries".
He said when Coats and Wade left, he went upstairs and saw Ms Spence taped to a chair by her waist and arms, with her mouth taped over.
The trial continues.