Sometimes, when the eye-hand coordination is working properly, one can be so lucky that the annoying, blood sucking little creature finally is terminated with one effective swift hand movement. The satisfaction is immense when this happens; "finally that little bugger won't bother me or steal my hard earned blood". But when you open your hand; "magically" - just to see the tiny bugger fly off. A little faster than it was, probably understanding the seriousness of what was just about to happen, but nonetheless in perfectly order without a scratch, ready for keeping you awake until 04 in the morning.
Well, this is so far the theory with the most likeliness of being validated.
A hole in the hand (or at least a open space) emerges in the same time as you are closing your hand, let me explain:
If you have tried the "optical illusion-trick" by viewing your hand through a toilet roll, one can see a hole in the hand. This is suppose to be an "optical illusion". Obviously it is not. In reality, this is a effective technique to make the mosquito hole in the hand appear to the naked eye.
If you don't believe me, try catching a mosquito with one hand. My prediction is that at least 75% of humans has this hole, even if its usually not visible to the naked eye.