I repeat: something is terribly wrong, stop riding it immediately. This is seriously dangerous!
There is no way the axle nut can be tight with axial play in any component in between the bolt head and nut. Except: if the nut is bottomed on the axle threads and something is missing in the parts stack between head and nut. Possibly reversing the axle nut could do that, I doubt it... I'm on a business trip and don't have one at hand to look at. The nut goes on with the hex close to the spacer, NOT on the outside of the fork's axle clamp.
The stack is (as I recall) bolt head, speedo drive, retained hub bearing, hub inner spacer, floating hub bearing, outer spacer (through the bearing oil seal), nut. Tightening the axle nut locks these all together very very solidly. You put the complete wheel on, align the speedo drive to suit the cable, and tighten the axle clamps. Nothing can rotate or shift axially (OK, the wheel should rotate but I think you know what I mean).