No, there is no such property.
However, you can compute average speed for yourself like this:
var watch = new System.Diagnostics.Stopwatch();
client.TransferProgressChanged += (s, e) =>
{
Console.WriteLine("Current: {0}B/s", e.BytesPerSecond);
Console.WriteLine("Average: {0}B/s", (long)(e.BytesTransferred / watch.Elapsed.TotalSeconds));
};
watch.Start();
client.Download("*", @"c:\data");
watch.Stop();