It seems they take place in the same year (or close to) they've been published.
The "Night watch" was published in Russia in 1998. During the course of the book Anton is stopped by two police officers. To avoid them, Anton casts compulsion on them and they both go to get drunk. In the "New Watch" (2012) we meet one of the police officers that recognises Anton and asks him to not make him drunk again because "they no longer live in Yeltsin era and he would loose his job" (Boris Yeltsin was president till 31-12-1999).
Another hints: Nadya is 2 years old in the "Twilight watch", five in the "Last watch" and old enough to date in the "Sixth watch" (she still goes to school).
So, if we assume that the "Night watch" takes place in the 1998 (the publication date):
- "Day Watch" (2000) would take place soon after. Anton and Svetlana start dating.
- "Twilight Watch" (2003) - at least 3 years later - Nadya is two years old.
- "Last Watch" (2006) - three years after previous book, Nadya is 5.
- "New Watch" (2011) - Nadya is about 10
- "Sixth Watch" (2014) - Nadya still goes to school, "Kesha" (who is the same age as she) starts going through puberty, which would make the action take place 2-4 years after the previous book.