You threatened to kill Whitmore.

You knew that he had discovered your double life! You intercepted the letter which he had sent to your wife." Collins's pale face had grown paler.

So the detective knew of the intercepted letter! Where did he obtain knowledge of it?
Only those immediately concerned in the case were aware of its existence.

Who had told the police of it?
"What letter are you talking about ?" Collins made a bold pretense at ignorance.
"This letter," Britz produced the note which Whitmore had sent to Mrs.
Collins.
On seeing the familiar handwriting Collins leaped out of his chair.
"Where'd you get it ?" he demanded.
"Sit down!" commanded Britz.

"I'll tell you when I get ready.