Yes, mercury (also quicksilver) is considered hazardous by skin absorption and inhalation of fumes. The MSDS and information from the U.S. EPA Region 5/ Purdue University website will give cautionary use info along with spill and disposal measures. Mercury spills need to be cleaned up immediately. Small mercury spills can be treated with sulfur powder.
Our mercury is triple distilled - undergone the distillation process three times with purity increasing each time. It is commonly use in gold amalgamation.
Just of interest, mercury is so dense that its high surface tension permits bricks or lumps of iron to float on it.