A number of gemstones occur in blue colors with various depths of color and hues. A few gemstones are found with close to the deep blue of the earth from space. The one gemstone I believe is the closest to the color you suggested is Lapis Lazuli. Since many commercially available semi-precious gems are dyed and otherwise treated to create colors in the stone materials, I will first describe stones which occur naturally in deep blue colors.
Lapis Lazuli is a gemstone from use since ancient times. Think of some of the blues used by the ancien egyptians who used both lapis and blue glass in ornamentation. This is a "massive" gemstone, meaning it is not in clear crystals but rather made of many small particles bonded together.
The best deep purple blue comes from Afghanistan and is very close to the ocean color. Recently, a form called "denim lapis" has been offered but this is the grayish light blue material which was rejected as poor quality years ago. Some of the lighter and more gray grades of lapis come from Chile.
"Gem grade" lapis is not a precious stone but will not be inexpensive. Gem grade is the richest of color, generally without pyrite (fools gold) showing and pure color across the cut gem. Some people consider pure dark blue lapis without the sparkles of pyrite the best while others give equal value to pure dark blue stones with a uniform and eye-pleasing display of pyrite.
The pyrite in lapis gives a golden twinkle from each speck of this fools gold. Going a bit down in quality, lapis with the pure dark blue color may have white streaks. These stones will look something like your suggested photograph with the clouds added to the blue.
The more the lapis varies from the pure dark blue the lower the value becomes. The so-called "denim lapis" is a marketing term used to sell this stone. Personally, though much lower in price than higher grades, the mix of nice "denim" material works well in less costly jewelry and is pretty attractive. The material is colored something like stone washed blue jeans and I suppose that is where the name "denim lapis" originated. "Sodalite" is close to the color of lapis but generally more blackish with variations with white material in the rock.
"Lazulite" is an uncommon mineral which forms crystals of an intense deep blue. This is not a semi-precious stone and is of more interest to mineral collectors. Lazulite is the mineral giving Lapis its rich color. Another mineral collectors choice is "azurite", a deep blue mineral which is not a semi-precious stone but adds color to a few gemstones of mixed green and blues shades such as "Eilat Stone", a fairly soft stone sometimes sold as semi-precious. The stones mentioned are the main ones showing the dark blue color you indicated. For use in jewelry, only Lapis Lazuli and Sodalite qualify in that color range.
To see more of lapis or any stone mentioned in this answer, simply search the web. For better stones, I suggest you say something like "gem grade lapis". Stones cut like opals, lapis, tiger eye, black onyx, etc., are called "cabochons". Cabochons are flat or domed cut stones, unlike faceted stones like diamonds, sapphire, blue topaz, etc. As a note, some sites call stones "gem grade" when in fact the stones are of lower quality. Also, be aware that many cabochons stones are dyed and treated to make lower grade material look like the more valuable natural stones.
Other blue stones, like "Agate" will sometimes show blue color but most is more a pale blue to medium blue. Any really dark blues are likely dyed. "Tanzanite" is a faceted gemstone, cut from clear crystals. The color ranges from pale blue to a deep electric blue. This is not inexpensive in better grades. "Lolite" is a faceted gemstone which is not very costly but does show a deep purple blue in well cut stones. The color varies with the direction you look through the gemstone.
"Spinel" is mostly thought of as a stone for "class rings" and lots of manmade spinel is used in those rings. Spinel is a natural stone rarely seen but one color is a deep and lovely blue. Spinel may also be red in color. "Tourmaline" is a faceted gemstone and colors are all over the rainbow.
A blue type is called "Indicolite" and may be pale to very, very dark blue. Other blue stones which are considered either precious gems or are too light in blue color to match the ocean view from space are: Blue topaz (treated to get the dark blues), Aquamarine (paler blue), Turquoise and Blue Zircon (heat treated to make it blue).
A note about precious and semi-precious gems: Some of the "precious gems" like sapphire may cost less than a gem quality lapis or spinel, for instance. The price all depends on the quality of the particular stone. Over all, quality level by quality level, precious gems like diamond, sapphire and ruby will be much more expensive than the other stones. A semi-precious stone may range in a few dollars to several hundreds or thousands of dollars depending on quality, such as with "Opals".
Some of the semi-precious stones like "Agate" will command higher prices for especially beautiful stones but will not compete even closely to better precious gems. What we like is all in the eye of the wearer! Lapis like the ocean seen from space is a lovely gemstone.