That would be a parenthetical usage —like this would be—, but in dialogues
the usage is different. In dialogues, dashes are used in two ways:
1. To mark every change of speaker, with no space after. Usually, this
happen at the start of each paragraph. There's no "closing" dash in this
case. When the dialogue ends the text resumes in a new paragraph, without a
dash.
2. To enclose the narrator's (not the character's) words. If these words are
in the middle of a line, there's an opening and closing dash (as in
parenthetical use), with no space inside, but space outside (unless there's
a punctuation sign, as with parentheses). If they happen at the end of a
line (i.e. paragraph), the closing dash is omitted, but the opening one is
still written with no space after and a space before.
I cannot confirm this is the norm in every country, but I do state it is in
mine (Spain), and it is what the Association of Academies says, and I
suspect it is also the norm in other countries. I don't have many books
printed in other countries, but those I have use the same convention.
This is a sample from a random book from my library (La Regenta):
—¿Y ustedes? —dijo Quintanar.
—Nosotros —respondió Paco— nos hemos quedado sin cama porque la señora
gobernadora le dio el capricho de tener miedo a los truenos y quedarse a
dormir...
—¿De modo?... —preguntó Ana risueña.
—Que dormiremos en un sofá.
And a sample from a book printed in Venezuela
(
http://books.google.es/books?id=3rpfnP659wgC&dq=rayuela&source=gbs_navlinks_s):
—Por supuesto —dijo la Maga—. Son cosas que se visitan tomando el ómnibus
que va a Pocitos.
—¿Y la gente conoce bien a Lautréamont, en Montevideo?
—¿Lautréamont? —preguntó la Maga.
As you see, exactly the same pattern. I have only seen different typesetting
in old (19th century or earlier) books, where the dashes were usually
printed with no spaces on either side.
¿Can you show a sample of a printed book that uses a different convention?
Preferably something between 1930 and 2000, or at least from a well-
recognized publisher. Older books may have the older typesetting, newer
books may be automated conversions from Project Gutenberg or similar.