Data on average/typical retail markups
I recommend the Comp-Net database. It is a firm-level data for European countries. It includes a large range of variables, including mark-ups:



Check the documentation for more details.

Many researchers have also used the Amadeus database, also for Europe. A nice summary about it is here.

For the US, take a look at this paper. The authors use three different sources of markups: Compustat, NBER Census of Manufacturing, and IRS (Inland Revenue Service). The first two are micro-data whereas the latter is aggregate at industry level.