This isn't quite right. If you take the mass of Sgr A* (the black hole in the center of the galaxy) and divide it by the volume of a sphere (let's ignore rota

This isn't quite right. If you take the mass of Sgr A* (the black hole in the center of the galaxy) and divide it by the volume of a sphere (let's ignore rotation for simplicity) with the radius of the event horizon, you do get a density value near that of water. But almost all of the mass is concentrated in or near the singularity. If you ignore the small amount of stuff falling into Sgr A* at any given moment, the density at the event horizon is 0.