We present results from our ongoing follow-up observations of double white dwarf binaries detected in the ESO SN Ia Progenitor SurveY (SPY). We discuss our observing strategy and data analysis and present the orbital solutions of five close double white dwarf binaries: HE0320−1917, HE1511−0448, WD0326−273, WD1013−010 and WD1210+140. Their periods range from 0.44 to 3.22 days. In none of these systems we find any spectral lines originating from the companion. This rules out main sequence companions and indicates that the companion white dwarfs are significantly older and cooler than the bright component. Infrared photometry suggests the presence of a cool, helium-rich white dwarf companion in the binary WD0326−273. We briefly discuss the consequences of our findings for our understanding of the formation and evolution of double white dwarfs.