The answer is; The mercury level first falls then begin to rise rapidly.
This is because even though glass is not a good thermal conductor, the great heat variation causes the glass to gather heat and expand first even before the mercury is reached by the heat. This increases the volume of the lumen of the glass hence causing the mercury level to drop as the volume of the glass increases.
however, as the heat reaches the mercury, it also begins to expand and the levels stop falling and begin to rise.