I'd guess that you lose your formatting when you put the cell range into a variant variable. Can you do it like this instead?

Private Sub ListBox1_GotFocus()

Me.ListBox1.ListFillRange = ThisWorkbook.Sheets("Handelsbanken").Range("b3", ThisWorkbook.Sheets("Handelsbanken").Range("b3").End(xlDown).End(xlToRight))

End Sub
Note: this may affect whether your list is dynamically updated as those cells change.