@bivav,
By default, Skype encrypts the conversation, so it is unlikely that someone intercepted the call. Skype keeps information about the call (call time, duration, etc.) but does not archive the call itself.
There are ways to record and play back the call, but the recording has to have been made at the time of the call, and Skype itself does not provide this function. (The reason Skype does not provide a recording feature appears to be concerns over wiretapping laws. If the other party recorded a call without your knowledge and consent, they may have broken the law.)