They've come up with a solution. From this month, AVG Free now 'spies' on you. Specifically, it records which websites you visit and even which programmes are installed on your computer. This information is sent back to AVG, where it is 'anonymised' (i.e. data that identifies you is removed) and then sold on to third parties.
Are AVG the only people who do this sort of thing. No. Many software vendors monitor what you are up, either for their own purposes or to harvest data for selling. Microsoft, for instance, have come under a lot of criticism for the amount of data that Windows 10 captures by default. But it is something to think about.