TL;Dr: Yes, the Moon had a substantial atmosphere in the past.
Long answer:
Did the Moon have an actual atmosphere at any time in history?
Let's start from Wikipedia:
In October 2017, NASA scientists at the Marshall Space Flight Center and the Lunar and Planetary Institute in Houston announced their finding, based on studies of Moon magma samples retrieved by the Apollo missions, that the Moon had once possessed a relatively thick atmosphere for a period of 70 million years between 3 and 4 billion years ago. This atmosphere, sourced from gases ejected from lunar volcanic eruptions, was twice the thickness of that of present-day Mars. It has been theorized, in fact, that this ancient atmosphere could have supported life, though no evidence of life has been found. The ancient lunar atmosphere was eventually stripped away by solar winds and dissipated into space.
Intense volcanic eruptions during that time spewed gases above the surface faster than they could escape to space and that formed a thick atmosphere. In order to calculate how much gas was present in the ancient lunar atmosphere, research scientist Debra H. Needham of NASA Marshall Space Flight Center and senior staff scientist David A. Kring of the Lunar and Planetary Institute (LPI) analyzed ancient lava flows on the Moon’s surface called maria (the dark patches on the surface of the Moon which are volcanic basalts which cooled over time), as well as Moon rocks collected during the Apollo 15 and 17 missions. By examining the rocks, the researchers found evidence of carbon monoxide, hydrogen and oxygen (ingredients for water), sulfur, and a number of other volatile gases.

Image: This time sequence of the lunar surface shows how lunar seas of basalt — a type of dark, grainy volcanic rock — changed in 500-million-year increments. Red areas show new deposits of the volcanic byproduct
Although majority of the lunar atmosphere escaped the Moon’s gravity and drifted off into space, there are some gases that could have settled into freezing, shaded craters near the lunar poles. If so, these volatile gases may be trapped in icy deposits, forming reservoirs of air and fuel that astronauts can tap into for future missions to the Moon and beyond.
If so, when did the lunar atmosphere reach the pressures we observe today?
At its densest (around 3.5 billion years ago), the Moon’s atmosphere would exert a pressure of about 1 kilopascal. For reference, pressure at sea level on Earth is around 100 kilopascal.
References
- Debra H.Needham and David A.Kring. Lunar volcanism produced a transient atmosphere around the ancient Moon. Earth and Planetary Science Letters, Volume 478 (2017) DOI: 10.1016/j.epsl.2017.09.002
- https://astronomy.com/news/2017/10/moon-atmosphere
- https://www.lpi.usra.edu/features/100517/moon-atmosphere/