Whats between molecules?
Just because they move faster doesn't mean there's more space between them. Here's why:

We need to look at several important things in this case: how many molecules, what's the temperature and what's the space they are in. For this example it is most easy to understand if we say we got the same space and the same amount of molecules, we just want to change the temperature.

If we got 1000 molecules (to make the math easy) in a liter (=1000 mL) then in average each molecule has free space around it of 1 mL. It doesn't matter how fast the molecules move, there are always 1000 molecules in 1000 mL so on average each molecules does always have 1 mL of space.

And in addition: between molecules is just nothing.