You could sort of do it with TIG’s Extrude Tools which are available from Sketchucation. It doesn’t quite manage the ends as in your video, though. I’m not aware of any other tools but there may be.
I was thinking there had to be something out there already. Then I remember an ancient old extension that would get closer to what you want. It’s called Double Line and can put the end caps on if you wish.
There’s a UI that comes up when you hit Tab. It’ll let you set the distance between the double lines and specify if the thing is automatically made 3D.