Do we need to apply China visa for this entry into Zhuhai from Macau?

Hi, I am going for a family trip to Macau, and during this Macau trip, we are thinking of going to Zhuhai from Macau for a day trip. Do we need to apply visa for this entry into China from Macau? If no, if we decide to stay overnight in Zhuhai, is there any difference? Thanks.