  We construct a Gaussian approximation to the effective theory for the Colour
Glass Condensate which describes correctly the gluon distribution both in the
low density regime at high transverse momenta (above the saturation scale
$Q_s$), and in the high density regime below $Q_s$, and provides a simple
interpolation between these two regimes. At high momenta, the effective theory
reproduces the BFKL dynamics, while at low momenta, it exhibits gluon
saturation and, related to it, colour neutrality over the short distance scale
$1/Q_s \ll 1/\Lambda_{QCD}$. Gauge--invariant quantities computed within this
approximation are automatically infrared finite.
