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The Moon has no atmosphere. None. That’s why astronauts have to wear their spacesuits when they get outside of their spacecraft on the surface of the Moon.
Okay… that’s not exactly true. The Moon does have a tiny atmosphere. If you could capture the entire atmosphere of the Moon, and pile it up, you would get a total mass of 10,000 kg. In other words, the entire mass of the atmosphere of the Moon weighs less than a large truck.
This lunar atmosphere comes from a few sources. One source for the atmosphere is outgassing, from radioactive decay processes deep inside the crust and mantle of the Moon. Another comes from debris kicked up by micrometeorite impacts on the surface of the Moon.
This creation of the atmosphere through impacts is known as “sputtering”. Earth-based telescopes have detected sodium and potassium in a diffuse cloud around the Moon, and NASA’s Lunar Prospector spacecraft detected radon-222 and polonium-201. Finally, detectors carried by the Apollo astronauts turned up argon, helium, oxygen, methane, nitrogen, carbon monoxide and carbon dioxide. But you’ve got to appreciate that these are in extremely low quantities.
One final atmosphere of the Moon might be electrostatically levitated moon dust. These tiny particles are constantly leaping up and down off the surface of the Moon. On the daylight side of the Moon, solar ultraviolet and X-ray radiation knocks electrons out of atoms in the lunar soil. This makes them build up a positive charge until they’re repelled from the surface and might launch meters or even kilometers above the surface of the Moon before falling back down.
But even with all these trace elements, the Moon really has no atmosphere at all. If you stepped outside of your spacecraft and onto the lunar surface without a spacesuit to provide you with an atmosphere, you would die in less than a minute.
Here are some articles about other moons that do have atmospheres. Here’s Saturn’s moon Enceladus, and Saturn’s moon Titan.
Here’s an article from Windows on the Universe about how static forces make dust jump on the Moon, and here’s an article from Astronomy 121.
You can listen to a very interesting podcast about the formation of the Moon from Astronomy Cast, Episode 17: Where Did the Moon Come From?
References:
http://lunar.arc.nasa.gov/project/faq.htm
http://nssdc.gsfc.nasa.gov/planetary/factsheet/moonfact.html