  In this paper, we present a rate of convergence in the uniform norm for the
densities of spatial averages of the solution to the d-dimensional parabolic
Anderson model driven by a Gaussian multiplicative noise, which is white in
time and has a spatial covariance given by the Riesz kernel. The proof is based
on the combination of Malliavin calculus techniques and the Stein's method for
normal approximations.
