my $file_name = 'test.xls';
my $xl        = Win32::OLE->new('Excel.Application', sub {$_[0]->Quit;}) or die "Excel failed to load: Win32::OLE->new";
my $book      = $xl->Workbooks->Add();
my @sheets    = $xl->Worksheets(2);

$sheets[0]->{Name} = 'all_avg';
$sheets[1]->{Name} = 'grp_avg';

$book->SaveAs($file_name)