In the video, "Inner Life of a Cell", what's the empty space between the molecules?
This is a common simplification of videos and textbook illustrations. In reality a cell is much more crowded and there is hardly any space between proteins. You can find a more realistic drawing here (I linked the pictures, because I am not sure about the license).

Regarding the cytosol:
Quoting wikipedia:


  The cytosol or cytoplasmic matrix is the liquid found inside cells.
  [...]
  Most of the cytosol is water, which makes up about 70% of the total volume of a typical cell
  [...]
  The amount of protein in cells is extremely high, and approaches 200 mg/ml, occupying about 20-30% of the volume of the cytosol