I often have to write date ranges like February 25–March 2 but the en dash between the date number and the month name looks bad (i.e. somehow out of balance) much of the time. (I noticed it doesn’t bother me on this forum and I wonder if that’s simply because this is a better font? Maybe something about the numeral height?)
Is this the recommended way? Sometimes I see spaces on both sides but that also doesn’t look right.
I avoid date ranges like that. Inserting “to” doesn’t take up much more space. Of course, if you have to, you have to. What I’ve seen is that no space is required for years (1995-2010) or months (January-February) but I’ve not seen many examples like yours. It’s awkward when it spans two months, otherwise February 25-28 wouldn’t be so awkward.
Sorry I can’t be of more help.