Although the atom itself is near empty, density is measured in mass per unit (length, volume, area, etc.), which means that things can be highly dense. If we were to follow the rules of atoms, then nothing could practically be measured by density.
Osmium is a chemical element with the symbol Os and atomic number 76. It is a hard, brittle, bluish-white transition metal in the platinum family and is the densest naturally occurring element, with a density of 22.59 g/cm3. Water is only one gram per cc.