Episode 95. All of it. The truth of Snow's existence is absolutely tragic and puts a lot of her words and actions up until that point in a much sadder context. Essentially, Snow was never supposed to exist in MÄR Heaven. She is a magically created clone of Koyuki, made by Diana to serve her plans. Diana was going to sacrifice Snow and Koyuki and use the connection between their soul fragments to rip open a portal to Earth so she could conquer it. Snow had been locked up and all alone as a child, and constantly had visions of Ginta and Koyuki in the other world and wished nothing more than be friends with Ginta. She wanted Ginta to rely on her the same way he relied on Koyuki back on Earth but Snow just kept failing. By the time she realizes this, she experiences a Despair Event Horizon so bad she's willing to simply fade away and disappear forever. She's just a fragment of Koyuki's soul that was used and treated like an object instead of a person, destined to die to bring pain to others when all she wanted to do was help people. Ginta manages to pull her out of this despair with a Cooldown Hug and some kind words. Things get even more sad when she dies in his arms two episodes later after confessing her love to him.
This is what makes the anime ending so heartwarming at the end, Snow is able to merge herself back with Koyuki to form the one single being they were always meant to be, in the process giving Ginta the means to defeat the Orb and resurrect everyone. At the end, Snow, now living as one being with Koyuki gets to be with the guy she loves. Her entire character arc is tragically sad but manages to find a happy ending.