Depends on your local legislation, and your company policies of allowed uses of company equipment. Some searches could violate both. Also, using personal accounts and web mails for company material is one of the biggest security holes in many companies - and yet you can't easily disable wholly access to those account and sites.
Just, in any company where you can deploy your own CAs, there's really no need to obtain a certificate from an external one to intercept SSL traffic. Most proxies can now do it easily.