Let $m(\cdot)$ denote Lebesgue measure.
Does there exist an $S\subset [0,1]$ such that for all $a<b$ we would have $0<m([a,b]\cap S)<b-a$?
I believe that the answer is yes, and I have a rough construction in mind.
On the first step, allocate $1/4$ "mass" to either side of $1/2$ (this gives $S_1$). Then recursively allocate $1/8$ mass to either side of $1/4$ and of $3/4$ (to get $S_2$). Continue this process.
At depth $d$ of the recursion, we have that for $a,b$ with binary expansions with at most $d$ digits, $m([a,b]\cap S_d)=(b-a)/2$. Then in the limit, any interval can be written as the countable disjoint union of intervals with finite binary expansion, so (I think) $m([a,b]\cap S_d)=(b-a)/2$ holds for all $0<a<b<1$.
I can describe the construction a bit more formally:
For every $n$, consider the set of points with $n$ digits in its binary expansion. There are $2^{n-1}$ such points since every digit is free, except for the last one which must be 1. Place an interval of length $2^{-n}$ centered at each of those points. Let $S_n$ be the union of those intervals.
This would give us $S_1=[1/4,3/4],S_2=[1/8,3/8]\cup [5/8,7/8],\cdots$