If you're looking for industry averages, especially for ecommerce, I just ran across the FireClick Index (http://index.fireclick.com/).  I have always been asked, "How is that compared to the industry average?"  Funny how everyone always assumes that such a thing exists.

Unfortunately, there is no detail on how these metrics are calculated.  Of course, being the thorough web analyst that I am, I emailed FireClick.  Here are the definitions:

Cart Abandonment Rate - the percentage of sessions where visitors add an item to the shopping cart, but do not make a purchase.

Conversion Rate - a percentage calculated by Fireclick as the number of sessions where an order occurred divided by the number of total web site sessions for the specified time period.

Average Session Length - average number of pages viewed in a visitor's session.

Average Session Duration - average time in minutes a visitor spends on the web site.

Average Page Display Time - average time in seconds it takes for a web page to load in a web browser window.

Average Page Read Time - average time in seconds the visitor spends viewing a page, from the complete download of the current page to their click to the next page.

Average Connection Speed - actual throughput in Kbps that visitors view the web site.

Special thanks to David Maloney at FireClick for replying with these definitions.