Mercury Is more suitable than water cause it is denser than water.
Relation between density and pressure
Pressure = force/area
Replace force by mass * acceleration
Pressure = mass * acceleration/ area
We can replace mass by density * volume since density = mass/ volume
Pressure = density * volume * acceleration/ area
Volume is length^3 whereas area is length ^2. So volume / area = length
Pressure = density * length * acceleration
Gravity is form of acceleration so
Pressure = density * length * gravity
Length can be height or depth
Finally pressure = density * height * gravity
P = ρ g h => pressure of liquid