The purpose of the present paper is to carry out a detailed study of a sequence of positive linear operators acting on continuous function spaces on an arbitrary real interval and constructed by means of (Borel) integrated means with respect to two families of probability Borel measures on the underlying interval and a positive real parameter. The study is mainly focused on their approximation properties in weighted spaces of continuous functions with respect to wide classes of weights. Pointwise estimates as well as weighted norm estimates are also established. In the final section a weighted asymptotic formula is obtained.