Filling NaNs in a financial dataset

[larzz]

I have a bigger file that isn't allowed to be uploaded through this site so I did it like this:

You missed the point,you should post code that you use to create merged_df_nan.
Also working code for function average_col(merged_df_nan) using sample.xlsx that you have posted.

https://file.io/cNtj51B5Tswo

Link dos not work.

But it isn't relevant how I created the merged_df_nan right? I mean, it doesn't change anything about the code that needs to be changed. The link for merged_df_nan is https://www.mediafire.com/file/8hqk0h5vy....xlsx/file (hopefully it does work now). The code I posted in my first post does work for the sample, but it takes too long and there might be mistakes when I upscale it, but I don't know because it is too slow to find out.

[snippsat]

But it isn't relevant how I created the merged_df_nan right?

Of course it relevant that is the missing piece to get code to work.
Can not suggest anything if not have working code.