The recent “double-spend” transaction is all over the news causing panic amongst many people including investors and enthusiasts who thought that bitcoin could not double spend.
Double spend is when you intentionally replace a transaction so that the money you sent comes back to your own wallet.
The transaction that occurred on block 666,833 is not such a case. It was a mix of RBF (Replace by fee) and one block reorganization (something used by miners)
About 0.00062063 BTC was sent with the low fee (1 sat/byte) causing confirmation delays. The sender later replaced the transaction with a higher fee to speed up confirmation (this is called RBF and normal in bitcoin txs).
Not sure why BitMEX called it a double-spend.