In reply to Joe M.

As I discuss in my other article, your idea is very close to Kelly's coefficient of skewness or Hinkley's measure (see the section "Alternative quantile definitions"). The main difference is how to define a tail, and how to measure when the left/right tails have different mass. Your definition uses an extreme statistic (P50-P05 and P50-P95), which will make its sampling distribution wider than other choices. I suspect it will also be less efficient than the other robust measures of skewness, which means you won't get accurate results unless you have very large samples.