Thanks for your answer.
I agree that I can do this with iptables, but my intention was to block i.e.
http://www.domain.de and
https://www.domain.de in "one shot" with squid. It seems, that is not so simple.
Additionally, I am using squid not for caching, only for reporting (together with sarg and lightsquid) which client is accessing which website (including volume).