Yes it's in the detection list, I got 1645 hits when I keyed in Spyeye in the database search: http://home.mcafee.com/VirusInfo/ThreatSearch.aspx?term=spyeye
That said, from what I read online, it mutates frequently so sometimes antivirus makers may be a step or two behind. No antivirus is 100% guaranteed to stop everything out there. Diligent use of the Internet, a totally up-to-date computer and that means all aspects of it not just the parts you use, and extra special care when surfing, file sharing, downloading etc., goes a long way towards staying clean.
I always carry some extra anti-malware tools just in case. A few are mentioned under '3rd Party Tools' on THIS page along with some other useful tools.
Spyeye and other banking-type frauds have been around for a long time now. Just be extra careful and never click on something that's unfamiliar or looks too good to be true as it most likely is just that, and at worst could land you in a big pickle.
The Internet is a minefield these days.
By the way the main Virus Database page is HERE.