More or less, every clever IT professional understands that big corporations such as Microsoft and Google are able to read correspondences of Gmail and Skype users.
Recently, I found a post where guys from The H Security explain how they found out that Microsoft actually monitors what you write in Skype.
Actually, it is not a big secret. Everyone who uses Skype, must agree with the item that Microsoft could read everything you write (see privacy statement in Skype). Especially I liked that "Skype may capture and manually review instant messages or SMS in connection". However, it's interesting why they pay their attention to HTTPS links and ignore HTTP.
So, if you use Skype for Internet communication, you should know that it is not 100% private.