An alias name should not contain space characters unless it is enclosed in quotes. In this query, both the alias names 'AverageSalary' and 'Max Salary' are properly enclosed in quotes. However, the provided error seems to be due to the usage of a space within the alias 'Max Salary'. The alias 'AverageSalary' without spaces is not causing an issue, whereas 'Max Salary' is resulting in an error because the space character is not handled correctly. Therefore, the correct answer is that an alias name must not contain space characters unless enclosed in double quotes.