Don't you know the saying 'even between close friends, there are manners to observe'?

Literal

''Close relationship [locative-にも] manners exist'' [quotative-という] saying [object-を] know-not [question-のか]?

Citing a classic Japanese proverb: 親しき仲にも礼儀あり — 'even between intimates, there's etiquette'. The 親しき form uses the classical attributive ~き of the i-adjective 親しい ('intimate'), frozen in the proverb. あり is the classical form of ある ('to exist'). ~のか is the emphatic/challenging interrogative. Used to rebuke someone who's being too casual with you.