As
@HAYAO pointed out, mercury is a far better conductor than non-metals are. Mercury's conductivity is 1x10
6 S m
-1. Compare that to silicon, a non-metal, whose conductivity is 4x10
-4 S m
-1, a difference of
ten orders of magnitude.
Relativistic effects are not as important for mercury's metallic character as you might think. After all, cadmium, zinc, and all the alkaline Earth metals (beryllium through radium) nominally have filled subshells in their atomic ground states, and they are all metallic elements. So relativity is not really the determining factor. It turns out that the band structure of these "filled subshell" elements is such that the filled bands and the empty bands usually overlap. So in the case of mercury, the filled d and s bands overlap with the empty p band. This is a heuristic--in reality all of these states are mixed--but the upshot is that mercury and other elements in similar positions on the periodic table exhibit no bandgap and are therefore metallic.
One other small note: mercury at STP is a trickier case than the other metals I mentioned because mercury is a liquid (so "band structure" is kind of meaningless). However, this turns out not to be such a big deal, and it also generalizes so that most metals are still conductive in their molten state. I'm stealing most of this from Neville Mott's 1934 paper:
https://www.jstor.org/stable/2935602?seq=4#metadata_info_tab_contents
The equation for conductivity in a monatomic condensed system is given by Bethe as:
$$\sigma = \frac{2n_0}{\pi}\frac{M}{m}\frac{k_B\Theta^2}{ha_0CT}K\left(\frac{dE}{dK}\right)^2$$
where ##n_0## is the number of free electrons per atom, ##M## is the mass of an atom, ##m## is the mass of the electron, ##k_B## is the Boltzmann constant, ##h## is Planck's constant, ##a_0## is the Bohr radius, ##T## is temperature, ##\Theta## is the Debye temperature, and ##K## is the crystal momentum wave number. Mott shows that the only quantities that change appreciably upon melting are ##dE/dK## and ##\Theta##, and in the free electron limit, even ##dE/dK## shouldn't change all that much. So the conductivity change from solid to liquid is dominated by the ratio of Debye temperatures (or, equivalently, the Gruneisen parameter), and this is observed to be a pretty good approximation in most normal cases.