Spy Location

This is likely because the spy is running counter-espionage in one of your territories (matches the cost/day for the action). The other option is two spies that haven't been deployed.

When you click on the Espionage Tab from the left edge of your screen it brings up the Espionage Headquaters. From here you can see what spies you have doing what and if you have 2 idle spies as Kalantigos mentioned you might have. If you do not have two idle spies, leave this tab open and scroll your map out until you can see of your provinces and you should have an icon that looks like a hand with a knife over one of your provinces. This is the province that you have a counter intelligence spy in. Click on the province and then the spies icon and you can remove him from counter-espionage and apply him elsewhere.

Thank you