There is no definitive rule for this in British English.
As others have said, the publisher's house style usually defines the presentation of abbreviations. One of the more extreme (no full points, no spaces between elements of an abbreviation, no use of small caps or italics for abbreviations or acronyms) being that of the Guardian (a UK newspaper):
Do not use full points in abbreviations, or spaces between initials,
including those in proper names: US, mph, eg, 4am, lbw, M&S, No 10, AN
Wilson, WH Smith, etc.
[guardianstyle, Marsh & Hodson, 2010, guardianbooks, p23. Also available at
Guardian and Observer Style guide. A full point is commonly termed a period or full stop. (Thanks for the comments pointing out that this is not a well-known term)]
Outside of style guides, one (of the two nearest to a) standard guide on such topics for British English is Butcher's Copy-editing: The Cambridge handbook for editors, copy-editors and proofreaders by Butcher, Drake and Leach. In the fourth edition, 2006, section 6.1.2, on spacing in abbreviations:
Many publishers have rules about spacing common abbreviations such as
personal initials. Table 6.1 shows the usual spacing in some common
Table 6.1 is in two parts: some common abbreviations that are usually closed up (no space after the full point, where one is used, before the next part of the abbreviation) and those that are spaced. Some that are relevant to the current question:
the closed up list includes: AD, D.Phil., e.g., a.c., q.v., i.e., c.g.s.
and the spaced list includes: b. & b., at. wt, fl. oz, sp. gr., H. G. Wells
I have not shown small caps where used. Where spaces are used their size is not defined in this section (except for one case in the table, not included above, where thin spaces (defined as one-ninth of an em) are stated as being used). Elsewhere in the book there is specific guidance on the size of spaces recommended for various cases, some including abbreviations, but the discussion here is, I think, whether there is a rule that any space should be left after a full point in the course of an abbreviation.