I'm in the situation, that when i choose all of my cells in a column THEN if i want to go to the end by pressing arrow down, then usually I coming down to the first empty row. now how ever I'm only being send one step down from my stating point?
"cmd" + "arrow down" does the trick. You don't need to select all cells in a column. Just select any cell in the relevant column and it will jump to the last cell before or after an empty cell. "cmd" + "arrow up" will jump upwards.
Holding Shift while pressing these keys will expand your selection (i.e. not just jump to next cell).