Voodoo - 'ethically'? I'm not sure ethics is part of this. IMHO that info is info they do not need to do their job, and does not affect their position in the company, so telling them 1+1 = bananas is no measure of ethics. Skip a pay period, renege on a pay increase or promotion, ok. Then your ethics can come into question.
For me, most times I tell them price info is non of their concern. Or I say 'It's enough that I can afford to pay you.' Though I do make mention of how much certain equipment costs...usually is immediately preceded by someone breaking or almost breaking that same tool.
As for spies....I guess my experience has been that most have thoughts of running their own show, and mining for info is part of their following that desire. Most times they don't start their own, or don't have the moxie to make a go of it.
My bigger concern is that they aren't focused on learning the things they need to learn to do the job in front of them.