Is it really evaporation? Was the vial capped and capped well? The buffers are not that volatile to go off at RT and you don't need to heat the dialysis buffer/system. This might have led to this situation probably because of less buffer and its soaking! I guess the dialysis was not also complete! Can you confirm?

Thanks very much for your answer. The delivery test is made at 37oC. In my opinion, the problem is the evaporation. The volume is decreased 100uL if the system is left for 24 hours (I measure after and before) The big problems is after this time the membrane is dry.

For try to avoid the evaporation I use parafilm and rubber band. I check careful everything is closed... But the volume decrease anyway. 

So, this is not evaporation, as the container is tightly closed. Was there any rupture in the parafilm(R)? Did the parafilm seem even a bit hazy, moist or decolored or loose?. The volume decrease is, in all likelihood, retained by the material. I guess the dialysis is also not complete. An unwanted equilibrium is reached and the membrane becomes dry! Try using a bit + volume of the buffer (may be +110 uL). I guess the look at the molar requirements ratio for other dialyzes of the same material may be helpful! There is nothing wrong with the dialyzer or the set-up.