WITH Range(MINDATE,TotalDays) AS (
SELECT MIN(DATECOL),
       DATEDIFF(Day,MIN(DATECOL),MAX(DATECOL))
FROM #SAMPLETABLE),
CTE AS (
SELECT n.number+1 AS number,
       ROW_NUMBER() OVER(PARTITION BY CASE WHEN s.DATECOL IS NULL THEN 1 END ORDER BY n.number) AS rn,
       DATEADD(Day,n.number,r.MINDATE) AS DATECOL,
       s.WEIGHTS
FROM master.dbo.spt_values n
INNER JOIN Range r ON n.number BETWEEN 0 AND r.TotalDays
LEFT OUTER JOIN #SAMPLETABLE s ON s.DATECOL = DATEADD(Day,n.number,r.MINDATE)
WHERE n.type='p')
SELECT a.DATECOL,
       COALESCE(b.WEIGHTS,a.WEIGHTS) AS WEIGHTS
FROM CTE a
LEFT OUTER JOIN CTE b ON a.WEIGHTS IS NULL
                     AND b.WEIGHTS IS NOT NULL
                     AND b.rn = a.number - a.rn
ORDER BY a.number;
  

;WITH Tally AS (
        SELECT n=number
        FROM [master].dbo.spt_values Tally
        WHERE [Type] = 'P' AND Number BETWEEN 1 AND 100), 
    MyData AS (
        SELECT DATECOL, WEIGHTS
            ,rn=ROW_NUMBER() OVER (ORDER BY DATECOL)
        FROM #SAMPLETABLE
        )
SELECT DATECOL=CASE WHEN c.DATECOL IS NULL THEN a.DATECOL ELSE c.DATECOL END
    , a.WEIGHTS
FROM MyData a
OUTER APPLY (
    SELECT TOP 1 DATECOL, WEIGHTS
    FROM MyData b
    WHERE b.rn = 1 + a.rn) b
OUTER APPLY (
    SELECT DATEADD(day, n-1, a.DATECOL)
    FROM Tally
    WHERE DATEADD(day, n, a.DATECOL) BETWEEN a.DATECOL AND b.DATECOL) c(DATECOL)

CREATE TABLE #SAMPLETABLE
(
DATECOL DATETIME,
WEIGHTS float
)

 INSERT INTO #SAMPLETABLE
 SELECT TOP 1000
        DateCol = DATEADD(mm,(ROW_NUMBER() OVER (ORDER BY (SELECT NULL))-1),'1900'),
        Weights = RAND(CHECKSUM(NEWID()))*10
   FROM sys.all_columns ac1
  CROSS JOIN sys.all_columns ac2

CREATE UNIQUE CLUSTERED INDEX ByDate ON #SampleTable (DateCol)

;WITH DigitsCTE AS
(
   SELECT digit
     FROM (VALUES(0), (1), (2), (3), (4), (5), (6), (7), (8), (9)) AS D(digit)
)
, AllDatesCTE AS
(
   SELECT DATEADD(DAY, N.number - 1, T.min_date) AS date
     FROM (SELECT MIN(T.DATECOL) AS min_date, MAX(T.DATECOL) AS max_date
             FROM #SAMPLETABLE AS T) AS T
          CROSS APPLY
          (SELECT TOP(DATEDIFF(DAY, T.min_date, T.max_date) + 1)
                  ROW_NUMBER() OVER(ORDER BY (SELECT NULL)) AS number
             FROM DigitsCTE AS D0, DigitsCTE AS D1, DigitsCTE AS D2,
                  DigitsCTE AS D3, DigitsCTE AS D4, DigitsCTE AS D5) AS N
)
SELECT CONVERT(varchar(20), N.date , 101) AS DATECOL, T.WEIGHTS
  FROM AllDatesCTE AS N
       CROSS APPLY
       (SELECT TOP(1) DATECOL, WEIGHTS
          FROM #SAMPLETABLE AS T
         WHERE T.DATECOL <= N.date
         ORDER BY DATECOL DESC) AS T
ORDER BY 1 ASC