This question asks for a set of real numbers that is measure-dense, whose complement is also measure dense. In terms of $[0,1]$, the question asks for an $S$ such that for every open interval $I$ we have $0 < \mu(I \cap S) < 1$.
This question can be made a little more precise: is there a set of real numbers $S$ such that for every open interval $I$, we have $\mu(I \cap S) = \frac{1}{2} \mu(I)$? The Cantor-set construction referenced above doesn't really lend itself to finding the volume of $I$ contained in $S$, just guaranteeing that it isn't zero. You can modify that construction to get a set that has measure $1/2$, but it's not clear at all that it satisfies the property mentioned here.