@mos_8502 Okay, so I was looking at Ganymede to get ideas, and it apparently has a large mass, magnetic field, but no atmosphere. And the no atmosphere part led to the 'how does that stay' question.

@abetterjulie Aha. Retaining an atmosphere is more to do with blocking solar wind than gravity. Earth has its atmosphere because the core is spinning, creating a rotating magnetic field that blocks the solar wind. Mars lacks this, and so the atmosphere is literally blown away.