It was the practice of the Prophet (peace and blessings be upon him):
"When he (peace and blessings be upon him) performed ablution, he would rub between the toes of his feet with his little finger."
Hadith Referenceصحیح الجامع الصغیر / حرف الكاف / 4700
Hadith Gradingالألبانی:صحيح
Hadith Takhrij[د ت هـ] عن المستورد. صحيح أبي داود ١٣٥: حم، الطحاوي، هق.