Este código importará a Tabela do link da Web.
Sub Import_SVGTabledata()
Dim url As String, links_count As Integer
Dim i As Integer, j As Integer, row As Integer
Dim XMLHTTP As Object, html As Object
Dim tr_coll As Object, tr As Object
Dim td_coll As Object, td As Object
links_count = 1
For i = 0 To links_count
url = "Type Your Link Here" & i & ".html"
Set XMLHTTP = CreateObject("MSXML2.XMLHTTP")
XMLHTTP.Open "GET", url, False
XMLHTTP.send
Set html = CreateObject("htmlfile")
html.body.innerHTML = XMLHTTP.ResponseText
Set tbl = html.getelementsbytagname("Table")
Set tr_coll = tbl(0).getelementsbytagname("TR")
For Each tr In tr_coll
j = 1
Set td_col = tr.getelementsbytagname("TD")
For Each td In td_col
Cells(row + 1, j).Value = td.innerText
j = j + 1
Next
row = row + 1
Next
Next
MsgBox "Done"
End Sub
NB: Você pode substituir o LINK COUNT pelo seu valor e, por URL , digitar o link que deseja usar.
Espero que isso ajude você, já que é um código testado.