For MarketingSherpa’s 2012 Website Optimization Benchmark Report they surveyed participants and asked them to write in what their average conversion rate was. Here is a chart of the results:

While this is survey data and not the most accurate, at least it is a benchmark to shoot for. We also don’t know how each organization qualifies their conversions. However, where ever you are you should also try to figure out how you can improve your conversion rate 5-10% monthly.