In order to achieve more transparency in information and fairer trading, for the purposes of allowing investors to make informed decisions concerning biding or asking, the Taiwan Stock Exchange Corporation (TWSE) referred to the disclosure methods adopted by major international stock exchange corporations and implemented the disclosure rules featuring the five best bid/ask quotes of the volume of unexecuted orders since January 2nd, 2003. Investors can take into account the so-called unexecuted "five best" information when they are making decisions about biding or asking. This paper refers to the methodology as put forth by Barber et al. (2009) concerning Aggressiveness Index (AI) and its weighting mechanism of the five bid/ask stalls, revises the weighting method so as to make it in line with the positive correlation with the return rate of forward transactions, and adds the number and weighting of the volume of spot transactions. The results of regression analysis of 194,248 samples gathered in TSMC during its stocks sampling period show that when the five quotes are disclosed for the investors to make informed decisions about biding or asking, adding the directionality of spot trading volume can better grasp the tendency of stock prices, making it more convenient for all types of investors to conduct calculations and make investment judgements on their own. The study finds that adding trading volume on a real-time basis to the statistics can significantly increase the correlation between the revealing of five stalls and the return rate of spot transactions.