Are you looking for something like this:
/* supply your correct olap host machine and port */
PROC SQL;
CONNECT TO OLAP (HOST="myOlapServer" PORT=7994);
CREATE TABLE WORK.SLICE AS
SELECT * FROM CONNECTION TO OLAP
(SELECT
{ CrossJoin ( { [TIME].[YWD].DefaultMember.Level.Members } , { [Measures].[COSTPRICE_PER_UNITAVG] } ) } ON COLUMNS , { [CUSTOMERS].[All CUSTOMERS].Children } ON ROWS FROM
[DETAIL]
);
DISCONNECT FROM OLAP;
RUN;
QUIT;