How to check purity of mercury metal
In case your mercury didn't come with an assay of the supplier, or has been used before, you might want to remove oxidizable metals by repeatedly dripping the mercury though diluted nitric acid and distilled water.

Subsequent distillation of mercury is certainly possible (at 25 mm Hg or lower), and has been reported by E. H. Riesenfeld and W. Haase in Ber. Dtsch. Chem. Ges., 1925, 58, 2828-2834 (
DOI).

In their article Über die Destillation von gold-haltigem Quecksilber ( = On the distillation of gold-containing mercury) the authors examined the distillation of gold-saturated mercury and stated that after two distillations, the gold content in the purified mercury was lower than 1.5 ng $\ce{Au}$ in 1 g $\ce{Hg}$. 


UPDATE

In Joel H. Hildebrand, PURIFICATION OF MERCURY, J. Am. Chem. Soc., 1909, 31, 933-935, (DOI), the author seems to discuss further different methods,

THE PURIFICATION OF MERCURY BY AN ELECTROLYTIC METHOD
Science, 1933, 
78(2027), 414-415, (DOI) might be woth a look too.

However, please notice that these are rather old references. Please make sure, that the methods proposed are still in agreement with currents standards of lab safety and waste management!