Connect the Sparkfun CAN bus shield with an RFduino
Ok, I found the solution. The fix first: I had to physically connect the reset line from the RFduino to the MCP2515 reset pin.
On page 55 in the datasheet of the MCP2515 it says that you can either reset it by pulling the reset line low or by sending a command over the SPI. The library I used is sending this reset command, but it isn't working for some reason. The logic analyser shows me this signal, it is the first recorded. Maybe it is a timing issue, that the reset has to be sent at the same time as the RFduino resets. Connecting the reset pin solves this issue, because then the RFduino and the MCP2515 are being reset at the same time. 
If anybody knows more about this, feel free to tell me!