One antisymmetric analogue of Gaussian measure on a Hilbert space is a certain measure on an infinite-dimensional Grassmann manifold. The main purpose of this paper is to show that the characteristic function of this measure is continuous in a weighted norm for graph coordinates. As a consequence the measure is supported on a thickened Grassmann manifold. The action of certain unitary transformations, in particular smooth loops
S
1
→
U
(
n
,
C
)
{S^1} \to U(n,{\mathbf {C}})
, extends to this thickened Grassmannian, and the measure is quasiinvariant with respect to these point transformations.