Shaykh ‘Abdul-‘Aziz ibn ‘Abdullah ibn Baaz (رحمه الله تعالى ورحمة واسعة) said:

“…It is authentically reported that when the Prophet (ﷺ) asked women to attend Salat-ul-’Eid (the Festival Prayer), they said, “O Messenger of Allah! One of us might not have a Jilbab (loose outer garment with no front opening).” He (ﷺ) said, “Let her sister give her one of her Jilbabs to wear.” Related by Al-BukharI and Muslim. It can be deduced from this Hadith that the women of Sahabah (Companions of the Prophet) used to wear Jilbabs when going out. The Messenger of Allah (ﷺ) did not allow them to go out without a Jilbab, in order to block the means leading to Fitnah, protect them from corruption and purify the hearts of the people, although they lived in the best of centuries, and the men and women were honourable Mu’mins (believers). …“

[Majmoo ’al-Fataawa Ibn Baaz, Vol.: 4; pg. 243]