You must have seen that astronauts wear spacesuits when they land on moon.
Do you know the reason? The reason is that moon has no atmosphere. Exactly, I should say it has negligible atmosphere. Let us discuss. As the gravitational force of moon is 1/6th on the gravitational force on earth. The escape velocity of gases or air molecules on earth is greater than the moon.
As the moon is also near to the sun as earth and get same amount of heat as earth. Here in earth, density of air is more than moon. Thus there is more probability of collision at earth. But there is almost no collision of gas molecules on moon.
A large number of gas molecules on moon have speed more than the escape speed on moon. Therefore large molecules escape from moon. This is the reason that moon has negligible atmosphere and earth has atmosphere.