Take a look at these two pictures of Michael Phelps (left) and Ian Thorpe (right), two of the greatest swimmers of all time. How are they holding their fingers? :
If you said 'slightly apart', are you sure? What about the other hand?
Many elite swimmers do spread their fingers slightly at the front of the stroke as they enter and extend forwards but once starting the catch and pressing the water backwards they bring them together to stop water slipping through. If there is a gap between their fingers, it is tiny.
You may have been told you should hold your fingers slightly apart in order to increase the surface area of the hand slightly and to feel relaxed but it is only with closeup photography or video we get a clear picture of what elite swimmers actually do once into their stroke underwater. The danger with trying to hold them slightly apart is that you end up spreading them too far and dramatically reduce your hold on the water.
One exception to this is the position of your thumb, which may move slightly out during the stroke. Here's Athens Olympian Jono Van Hazel doing just that:
Russian freestyle great Alexandar Popov held his thumb out in a similar way:
Meantime double Olympic Gold Medallist Rebecca Adlington keeps hers tucked in:
What should you do in your stroke? We recommend you simply hold your fingers lightly together and focus on the much more significant areas of your stroke technique. Unless you are knocking on the door of elite swimming you will almost certainly have plenty of refinements in your stroke technique to work on which will bring large gains to your performance, as will the right fitness training and open water skills development.
Should you spread your thumb? We suggest you go with whatever feels right to you, some people like the feeling this gives, others not so much. In all likelihood you're already doing whatever suits you best naturally.