The atmosphere in space is a mixture of gases. Now, gases are made of particles, like Oxygen and Nitrogen, and the fact that they are in a gas state (as opposed to solid, or liquid state) means that there is a lot of space between each particle. But in every material there is always some space between particles, so the space itself it is not what the atmosphere is. The atmosphere is the mixture of these gases, which protects us from the radiation that comes from the Sun. Does this make sense?
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