Yes, you should veer for moose (as well as for red deer and fallow deer) if doing so is necessary to avoid a collision. You should of course first try to stop the car by braking. But if the collision cannot be avoided you should steer towards the moose's rear end. If you are lucky this will make the heavy forepart of the animal's body end up outside the critical windshield zone.
In all situations where you have to veer, you must be aware of the dangers of crossing over to an oncoming lane. You then expose yourself as well as your fellow road users to death.