Let K ⊂ ℝN be any convex body containing the origin. A measurable set G ⊂ ℝN with finite and positive Lebesgue measure is said to be K-dense if, for any fixed r > 0, the measure of G ⋂ (x + rK) is constant when x varies on the boundary of G (here, x + rK denotes a translation of a dilation of K). In a previous work, we proved for the case N = 2 that if G is K-dense, then both G and K must be homothetic to the same ellipse. Here, we completely characterize K-dense sets in ℝN: if G is K-dense, then both G and K must be homothetic to the same ellipsoid. Our proof, which builds upon results obtained in our previous work, relies on an asymptotic formula for the measure of G ⋂ (x + rK) for large values of the parameter r and a classical characterization of ellipsoids due to Petty.