We introduce the notions of a cofinally bicomplete quasi-uniformity and of a cofinally bicomplete quasi-pseudometric. The Sorgenfrey quasi-metric and the Kofner quasi-metric are interesting examples of cofinally bicomplete quasi-metrics. We observe that the finest quasi-uniformity of any quasi-pseudometrizable bitopological space is cofinally bicomplete and characterize those quasi-pseudometrizable bitopological spaces which admit a cofinally bicomplete quasi-pseudometric. A necessary and sufficient condition for cofinal bicompleteness of quasi-pseudometrizable to-pological spaces is derived. Finally, quasi-metrizable bitopological spaces whose supremum topology is locally compact are characterized.