I use the .to_excel method of pandas to write a DataFrame as an Excel workbook.
This works nice even for multi-index DataFrames as index cells become merged.
When using the
The next version of Pandas (2.0) will include experimental support for exporting styled DataFrames direct to Excel using openpyxl: http://pandas-docs.github.io/pandas-docs-travis/style.html#Export-to-Excel