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Thermal Physics
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Tarin,
Any material transfers heat by a method that is most suitable for it, i.e.
* conduction in solids(since the particles are very close together, they efficiently transfer termal energy by collision with each other)
and
*convection in liquids and gases( they put into use their freedom of movement and instead of colliding with each other for transfer of heat, the entire matter undergoes vigorous mixing, the cold and hot parts of these fluids intermingling until a uniform tempearature is reached.)
Mercury here is a liquid, but one with high thermal conductivity (though it is not much compared to other metals). So mercury, opts for conductiong and not convecting heat. So it happens that it choses the way that is less effiient for it as a liquid, and also not much effective for it as a metal.
So heat transfer in mecrcury is by a way that suits it neither as a liquid, nor as a metal, making it overall a poor conductor of heat.
Hope this allays your doubt.
Another reason is that it has very high thermal expansion coefficient.
Most metals are good conductors of heat and they are solids at room temperature. Mercury is the only one in liquid state at room temperature. It's used in thermometers because it has high coefficient of expansion.
Hence, the slightest change in temperature is notable when it's used in a thermometer. It also has a high boiling point which makes it very suitable to measure higher temperatures. Also, it has a shiny appearance and doesn't stick to the glass surface of glass.











