Browse to the website that you want to verify is being SSL intercepted. Then, click on the padlock icon in the address bar. Click on Certificate.
In the Certificate Viewer, Details, you will see the Cloud Services CA. If you see this certificate being used, then the traffic to this website is being SSL Intercepted.
Additional Information
Cloud SWG admins can also check proxy logs in Cloud SWG Portal > Reports > Proxy Log.
SSL/TLS intercepted websites usually show full path of the URL with https protocol(below screenshot). While it only shows "ssl://" or "tcp://" as protocols (no "https://") and does not show full path of the URL in case SSL interception is disabled or did not occur.
In the access logs, you will see lines with 1 of 3 entries:
tcp:// ssl:// https://
What these mean:
tcp:// ...neither Protocol Detection nor SSL decryption has happened ssl:// ...Protocol Detection has happened (but not SSL decryption) https:// ...both Protocol Detection and SSL decryption have happened