Sparks are, generally, not actually the electricity itself. Instead, they are small slivers of super-heated metal. The color is dependant on heat.
Now, sometimes it is electricity jumping from the source to a grounded object. In these cases, it will primarily be a flash of white light, but may tint blue depending on atmospheric conditions.
Edit: To clarify, the white and blue is the air super-heating, not electricity itself. You *might* see it go into the reds, but it is less likely.
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