I had the same issue, and solved it (apparently; tried several commands in the CONDA prompt, Spyder and Jupyter notebooks and all worked fine) by entering the Application manager, entered the Anaconda installer which had several processes running, and after making sure all of the were idle (0% CPU consumption) for a while, I killed one of the two prompt consoles running. One is conhost.exe, I killed the other one, and the installation followed the rest of steps flawlessly.
PS: this was a Anaconda update. I already had problems when installing CONDA on my laptop three years ago. Got trouble again. I find it difficult to believe that such a problematic environment is the most common tool to run Python code on Windows. R/RStudio is by far much more robust, user friendly and flawless than this Anaconda suite.