Does the site you run has this settings in the site definition:

    <sites> 
    <site name="website" scheme=”https”... /> 
    </sites>

This parameter influences link formation by the LinkManager class. If this parameter is not defined in the web.config <site> section, then LinkManager can return a link in the following format: “://home.aspx” without the protocol identifier “http” or “https”. 

[Scheme sdn][1]

You should also ensure that all traffic is served over SSL/TLS, open the Sitecore web.config file and edit the <system.web> section to include these attributes:

    <system.web>
        <httpCookies httpOnlyCookies="true" requireSSL="true" lockItem="true" />
    </system.web>


[Use HTTPS on all your Sitecore instances][2]


  [1]: https://sdn.sitecore.net/Articles/Administration/Configuring%20Multiple%20Sites/Adding%20New%20Site/site%20Attribute%20Properties/scheme.aspx
  [2]: https://doc.sitecore.net/sitecore_experience_platform/setting_up_and_maintaining/security_hardening/configuring/use_https_on_all_your_sitecore_instances