Actually, the moon does have an extremely thin atmosphere.

Though the Moon is surrounded by a vacuum higher than is usually created in laboratories on Earth, its atmosphere is extensive and of high scientific interest. During the two-week daytime period, atoms and molecules are ejected by a variety of processes from the lunar surface, ionized by the solar wind, and then driven by electromagnetic effects as a collisionless plasma. The position of the Moon in its orbit determines the behaviour of the atmosphere. For part of each month, when the Moon is on the sunward side of Earth, atmospheric gases collide with the undisturbed solar wind; in other parts of the orbit, they move into and out of the elongated tail of Earth’s magnetosphere, an enormous region of space where the planet’s magnetic field dominates the behaviour of electrically charged particles. In addition, the low temperatures on the Moon’s nightside and in permanently shaded polar craters provide cold traps for condensable gases.

Instruments placed on the lunar surface by Apollo astronauts measured various properties of the Moon’s atmosphere, but analysis of the data was difficult because the atmosphere’s extreme thinness made contamination from Apollo-originated gases a significant factor. The main gases naturally present are neon, hydrogen, helium, and argon. The argon is mostly radiogenic; i.e., it is released from lunar rocks by the decay of radioactive potassium. Lunar night temperatures are low enough for the argon to condense but not the neon, hydrogen, or helium, which originate in the solar wind and remain in the atmosphere as gases unless implanted in soil particles.

How low is the lunar atmospheric pressure? Really, really low.

The atmospheric pressure on the moon is far less than 1.10-11 torr or mbar.

Earth: 2.5x1019 mol/cm3 (STP, 1 atm)

Moon: ≈104 mol/cm3 day and ≈ 2x105 mol/cm3 night or approx. 10-14 of that found on Earth i.e. 10-14 torr.