thanks jeff for your valuable advice .

I should change the order by n.date final select as below :

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 N.date ASC