The name of this anime is Yosuga no Sora:
Yosuga no Sora (ヨスガノソラ?, lit. Sky of Connection) is a Japanese
romance/drama adult visual novel developed by CUFFS ("Sphere"). The
game was originally released for Windows PC on December 5, 2008. It
was adapted into a serialized manga and an anime TV series. A
sequel/fan disk titled Haruka na Sora was ...