Once you are in edit spaces mode, you can highlight as mentioned. If you want them to be labeled, I believe the easiest way would be to create measurements and control the caption to display the name space. I only know of the manual way to do this, but maybe someone who works more with spaces would have a better idea.
If just trying to split your measurements or counts by space, and still trying to keep the visual split, you can activate the spaces column for your legend, and keep all your spaces separated by color. Don’t forget you can sort the columns in the legend any way you need. You may still be needing that label though depends on your system.
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