9 This Holy Ghost came down when the Lord was baptized, that the dignity of Him who was baptized might not be hidden; as John says, But He which sent me to baptize with water, the same said unto me, Upon whomsoever you shall see the Spirit descending and remaining upon Him, the same is He which baptizes with the Holy Ghost. But see what says the Gospel; the heavens were opened; they were opened because of the dignity of Him who descended; for, lo, he says, the heavens were opened, and he saw the Spirit of God descending as a dove, and lighting upon Him: that is, with voluntary motion in His descent.
For it was fit, as some have interpreted, that the primacy and first-fruits of the Holy Spirit promised to the baptized should be conferred upon the manhood of the Saviour, who is the giver of such grace. But perhaps He came down in the form of a dove, as some say, to exhibit a figure of that dove who is pure and innocent and undefiled, and also helps the prayers for the children she has begotten, and for forgiveness of sins; even as it was emblematically foretold that Christ should be thus manifested in the appearance of His eyes; for in the Canticles she cries concerning the Bridegroom, and says, Your eyes are as doves by the rivers of water.
Source: Catechetical Lectures (New Advent)