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Here \\(N_{\\lambda}\\) is a Poisson r.v. with parameter \\(\\lambda >0\\); \\(X_1,X_2,\\ldots\\) are i.i.d. r.v.'s with bounded density having \\(EX_1=0\\), \\(EX_1^2 =1\\) and \\(E|X_1|^3 = \\beta^3 < \\infty\\); \\(N_{\\lambda}\\) and \\(\\{X_j\\}\\) are independent. If the ch.f. of \\(X_1\\) is integrable, then an explicit bound is given for \\(\\Delta(\\lambda)= \\sup_{x} |g_{\\lambda} (x) - \\varphi (x)|\\) where \\(\\varphi\\) is a density of a standard normal r.v. In particular, \\(\\limsup_{\\lambda \\to \\infty} \\sqrt{\\lambda} \\Delta (\\lambda) \\leq 0.2388 \\beta^3\\). Without the integrability assumption on the ch.f. of \\(X_1\\) analogues of the above mentioned results are obtained for appropriately smoothed densities \\(g_{\\lambda}\\) and 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