Websites commonly use third-party tracking to allow analytics services, data brokerages, and advertising companies to set unique cookies. This data is aggregated into individual profiles and fed into a real-time auction process where companies get to bid for the right to serve an ad to a user when they visit a page. This mechanism can be used for general behavioral advertising but also for “re-targeting.” In the latter case, the vendor of a product viewed on one site buys the chance to target the user later with ads for the same product on other sites around the web. As a user, you should be able to expect you will be treated with respect and that your personal browsing habits will be protected. When websites share your behavior without your knowledge, that trust is broken.
Source: Apple does right by users and advertisers are displeased | Electronic Frontier Foundation