In concentrated macromolecular dispersions, far-from-ideal intermolecular interactions determine the dispersion behaviors including phase transition, crystallization, and liquid-liquid phase separation. Here, we present a novel versatile capillary-cell design for analytical ultracentrifugation-sedimentation equilibrium (AUC-SE), ideal for studying samples at high concentrations. Current setups for such studies are difficult and unreliable to handle, leading to a low experimental success rate. The design presented here is easy to use, robust, and reusable for samples in both aqueous and organic solvents while requiring no special tools or chemical modification of AUC cells. The key and unique feature is the fabrication of liquid reservoirs directly on the bottom window of AUC cells, which can be easily realized by laser ablation or mechanical drilling. The channel length and optical path length are therefore tunable. The success rate for assembling this new cell is close to 100%. We demonstrate the practicality of this cell by studying: (1) the equation of state and second virial coefficients of concentrated gold nanoparticle dispersions in water and bovine serum albumin (BSA) as well as lysozyme solution in aqueous buffers, (2) the gelation phase transition of DNA and BSA solutions, and (3) liquid-liquid phase separation of concentrated BSA/polyethylene glycol (PEG) droplets.