This is mass surveillance.
You are leaving your fingerprint on every website you visit. The website is connected to other services like ad sellers, analytics and social networks that collect the same fingerprint. This mass surveillance leaves companies with a detailed profile of your online behaviour that accumulates data as soon as you click on the next link.
Government and its secret services
Besides companies, also governments are tapping computers and big Internet and telecommunication companies.
This type of surveillance is possible as devices in your computer are “protected” from you as a user and because your data and telephone connections are running through closed ecosystems under control of companies that (non-)deliberately cooperate with secret services.
As you as a user do not have control over this level anymore, your privacy is completely on stake. At the moment, you just have to trust your government, full self-defence is practically not possible anymore.