Mercury does not wet glass. This is the property of liquid known as

Adhesion is a property which is caused because of the attractive forces between 2 different materials. This is what causes wetting of a surface by water or any other liquid.

In case of mercury and a glass surface, the cohesive forces (attractive forces between the molecules of the same material) are more than the adhesive force between mercury and glass. This is what prevents mercury from wetting glass.