Well avast is rapdily improving even on adware, see VPS-History:
but it sure costs ressources, and harmless ad-ware is not the primary target for an Anti-AV/Trojan/BackDoor/Worm-Scanner
as to SPY-ware: that is a wide & pretty undefined field, and avast of course detects the dangerous/widespread ones, which have any real-world influence on your security/privacy
but presently imho it doesn't &
shouldn't detect minor/rather harmless stuff like DataMiners/Cookies, which you can also classify as Spyware
-->
- Secure your system/Browser and you needn't worry much
- keep it Win-wide-open, and NO MalwareScanner can fully protect you
EDIT:
Oh Well..:
Vlk gets to the point faster..