Does spyware exist for ubuntu?

There is spyware for every operating system. It is more prevalent for windows than any other operating system because it is used more. There are around 40 known spyware applications for Linux. It is not common but it can happen. As for antivirus this is a list that may help you. Best of luck!

http://opensource-sidh.blogspot.com/2011/10/top-5-anti-virus-for-ubuntu-free.html?m=1

If your friend is familiar with programming, it is possible that he has written a custom spyware script. That is quite easy under Linux, and a common prank to play on unsuspecting friends. Because it is custom, no antivirus program may be able to find it.

Some common places to hide such scripts are the startup files in your home directory, ~/.bashrc etc.

The most straight-forward and reliable way to find such a script would be to run a compare against your latest backup before the incident.

Spyware also exists in browser apps (like those for chrome) so even if you are absolutely sure you have nothing local installed that contains spyware, if you use untrusted webapps, you can be exposed.