Extrauniversal space is the term for the empty void of pure vacuum (or, in some interpretations, nothing at all) filling multiverses in between the universes inside. It is essentially a smaller-scale version of The Outside or the perhaps even the "place" known as Beyond. Some methods of travelling between universes involve going through this space. It has an arbitrary number of dimensions in both space and time.
This "space" does not always have to exist. Multiverses can be constructed so that all of their universes are in the same spacial location but overlapped on top of each other, and there are undoubtedly many other ways to arrange a huge or infinite number of universes without needing a space beyond it.