Tax revenues as a percentage of GDP vary widely across countries.  The chart below from OECD shows the figures for the latest year available:

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Source: Seven surprising facts about tax revenues around the world, Schroders

Though Greece and Italy have often been criticized they generate more taxes as a percentage of GDP than most other economies. Most European countries especially France and Nordic countries have higher tax revenues than the OECD average.

The US rate is lower than the OECD average and Mexico has the lowest tax revenues as a percent of GDP among OECD member nations.