From Sahih Bukhari (Hadith 351):
Narrated Um `Atiya:We were ordered to bring out our menstruating women and veiled women in the religious gatherings and invocation of Muslims on the two `Id festivals. These menstruating women were to keep away from their Musalla. A woman asked, "O Allah's Messenger (ﷺ) ' What about one who does not have a veil?" He said, "Let her share the veil of her companion
Reference: Bukhari 351