The term "in broad daylight" is generally used to describe an activity that is performed in a brazen manner. In most cases, the activities being described by the idiom are things that people would normally engage in with a measure of secrecy, and the term is used to make note of the lack of concern about keeping the activity hidden. This phrase is also occasionally used to describe the involuntary exposure of a secret via a third party intervention, such as when a news reporter uncovers something hidden during an investigation, and this would normally be used for some kind of secret corruption or other negative behavior.
Criminal activities like burglary are traditionally performed at night for reasons of stealth, and to some extent, this goes back to ancient times. As a result, most cultures think of darkness as a sort of blanket that hides evil deeds while light is more associated with goodness and truth. The idiom "in broad daylight" is strongly associated with this cultural concept, but it's meaning is expanded beyond just evil deeds. Someone might use the idiom to describe a burglary performed in the daytime, but it could equally be applied to some sort of immodest behavior or anything else that might be considered secret.
Usually, the use of "broad daylight" as an idiom suggests a certain brazen attitude. For example, if a criminal stole a car in front of a whole group of bystanders, the people might say that he was "crazy enough to steal a car in broad daylight." This term might be used even if the actual theft happened at night, as long as it was performed with no concern for stealth.
"In broad daylight" can also be used to describe some kind of socially unacceptable or strange behavior even if it isn't necessarily bad. For example, if someone were to go to the grocery store while wearing a Halloween mask in the middle of summer, someone might say, "I saw a man in the produce isle walking around with a weird mask on right there in broad daylight!" Essentially, any activity performed in public that is strange or immodest in some way might prompt people to use "in broad daylight" to describe it in conversation.
Sometimes "in broad daylight" is used for the purpose of describing an unintentional exposure of a secret. For example, if a reporter discovered a politician had taken a bribe, someone might say that the politician's activities had been "brought out of the darkness and into broad daylight." This usage of the term is generally less common.
