Dense Index are faster in general as they point to contiguous memory location. Each Dense Index points to a certain Record therefore there only single access is required.
In Sparse Index the Index points to the Record having the highest Key. All other records are traversed by pointer from the record having highest value. In short First the Record with highest Value is selected (1 Disk Access). This record has further records attached to it by linked List.This List is iterated to get the desired block.(Multiple Disk Access)