The correct way to spell the phrase is ‘each other’. It should always be two separate words, not combined into one. This phrase is used when talking about two or more people or things affecting or relating to one another.

The short answer is that the correct way to spell the phrase is ‘each other.’ The words require a space between them because they’re two separate words, unlike phrases like everyday, which can be used both together or apart (and they mean somewhat different things).