Hi Edi,

By default there is no option to change all the costing of to Average other than changing it manually. Anyway you can do it by running python code to change it. You can run python code on button click or something else,

def set_cost(self):
    product_categ = self.env['product.category'].search([])
    for rec in product_categ:
        rec.property_cost_method = 'average'

This is how you can update the existing one by python code. Also you can do by running update query in pgadmin.

For the newly creating one, you can set the defaults to average by, activate the developer mode, then select the average method in the costing method field, click on lady debugger button(button near logged in user name), click set defaults,

select costing method, then save.

Thanks