From Les Fisher:

Re: Moon may have water (Sept. 23): Water vapour on the moon might be possible but water as such - no way.

With a full vacuum even at frozen temperature water could not exist in the liquid form.compare to freeze drying - No atmosphere - no Water Vapour or that would be the atmosphere.

Possible existence of hydroxides?? It would be interesting to figure out how an object at high temperature on one side and freezing on the other could sustain any atmosphere.