Well ozone layer etc. does not have that much to do with heating things up...
The moon simply gets hit by all of what our good old sun sends out without any resistance etc. from an atmosphere (at least of one that is mentionable - there probably is something extremely thin floating above the surface). That's why things can get pretty hot on the moon. Should be something between 150-180°C on a day afaik...

The results of the latest probes show though that there seems to be a thin "coating" of water pretty much everywhere - so the moon's surface isn't just some dry dust. There already seem to be explanations for that but no article I read really goes into detail here...

Enjoy your meal
Toast