It leaves behind a SkypeSetup.exe in AppData/Local/Temp. Last time I checked and deleted the file. Then did an update no setup.exe. Now it is there again. Maybe Skype downloads an installer automatically because if there is an update available it asks you to update. I always click "not now". The bad thing you can't even suppress Skype to check for updates. Any ideas?
Win7 x64, C:\PortableApps\SkypePortable, Kaspersky IS 15