Apple has pushed an update to the data used by Gatekeeper, bringing its version number to 167, dated 3 June 2019.
Apple provides no details as to what changes this update brings, but it is normally expected to include recent revocations of security certificates used in signing software.
You can check whether this update has been installed by opening System Information via About This Mac, and selecting the Installations item under Software.
A full listing of security data file versions is given by LockRattler and SystHist for El Capitan, Sierra, High Sierra and Mojave, available from their product page. If your Mac has not yet installed this update, you can force an update using LockRattler, or at the command line.
I have updated the reference pages here which are accessed directly from LockRattler 4.2 and later using its Check blog button.
I maintain lists of the current versions of security data files for Mojave on this page, High Sierra on this page, Sierra on this page, and El Capitan on this page.