Scan For Blank Cell and Average

Try this...

Sub Averages()
    Dim a As Range
    For Each a In Range("B:B").SpecialCells(xlCellTypeConstants).Areas
        a(1).Offset(-1).Formula = "=AVERAGE(" & a.Address & ")"
    Next a
End Sub

If the values in column B are derived from formulas, change xlCellTypeConstants to xlCellTypeFormulas.