In order for Avast to be able to scan a certain archive it must know how the archive is encrypted. If it doesn't know that, it can't scan it.
If there are a "lot" that are not being scanned it can mean two things.
1] You have not selected archive scanning
2] You have a lot of applications installed that are encrypting their files in a way Avast is not recognizing
Slow? What is slow?
Speed up? Depends on the settings you use. More speed normally means less effective scanning.
The choice is yours.