An Array of Challenges #3: Moving Averages
Dyalog APL, 4 bytes

1 byte saved thanks to @Graham

2 bytes saved thanks to @jimmy23013

Did I mention APL is not a golfing language?

⊢+/÷


with n on the right, or

+/÷⊣


with L on the right.

Try it online!

How?

÷ - divide L by n

⊢+/ - reduce + on windows of n