I believe, it’s European movie, may be filmed before 2000. May be not very popular or famous movie. Realistic manner. I associate it with ‘Posession’ 1981 for some reason (may be the color temperature is also cold).
The man and the girl meet each other every week for sex, but they do not know personal life of their partner. One day man understands that he’s interested and starts to follow the girl after she leaves his flat.
If I remember correctly, then it’s become clear that she is stalking him also: she searches info about his work and personal life.
I don’t remember the end, may be it’s good
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I found out!!! It’s Intimacy (2001) 