A system for electrochemical measurement of glucose concentration in an undiluted test sample, e.g. blood is provided containing a sensor including a three-layered contiguous membrane. The membrane has a thickness of 50 to 130 microns, and is composed of a 1 to 10 micron thick first layer, a 10 to 30 micron thick second layer having an average pore diameter of 15 nanometers and a 40 to 80 micron thick third layer containing glucose oxidase. The third layer is less dense than the first and second layers and the first layer is more dense than the second layer. The layers of the membrane are fused together such that no clear distinction can be made between the layers at the boundary. The sensor is calibrated in a standard glucose solution which includes catalase as a hydrogen peroxide scavenger, and the sensor has a response that is linear throughout the concentration range of glucose in an undiluted sample. In one embodiment, the system is a polarographic cell structure containing an electrically insulating receptacle, an electrode mounted in the receptacle, and the three-layered membrane.