Given the nature of this Phishing attempt - my explanation in an earlier reply.
It is unlikely that something was actually downloaded (remember you have other active shields), but trying to get you enter your sensitive data there to steal it. You didn’t do that which is good.
As they say once bitten twice shy, so should you ever come across similar circumstances, don’t be quick to click on an ad or links in emails.
I’ll just rely on avast in this situation, because I don’t think there’s any need to format the computer. And I have another question, how is it possible that just by visiting a website the computer can be infected, I always thought that I had to download something and open it, like an .exe file
Agreed, a format is like using a sledgehammer to crack a nut.
I’m no malware specialist, so I simply answer what may or may not develop, but active shields on-access shields are a defence. However, like many things they will to a certain degree be playing catchup. So in effect common sense is still an important step in that protection.