Arcana Coelestia # 1039
1039. 'Which I give between Me and you' means conjunction of the Lord with man by means of charity. This is clear from what has just been stated about the covenant and the sign of the covenant. Actually 'the covenant' is the Lord's presence within charity, 'between Me and you' is conjunction resulting from that presence, 'giving' is bringing it about.
Exodus 31:16-17
16
Therefore the children of Israel shall keep the Sabbath, to observe the Sabbath throughout their generations, for a perpetual covenant.
17
It is a sign between me and the children of Israel forever; for in six days Yahweh made heaven and earth, and on the seventh day he rested, and was refreshed.'"