Coffee, milk, even any other beverage like soda, wine, juice, are all water based. It is comprised mostly by water, and so can mix easily with water itself.
Oil is its own substance, significantly lighter than water, and so it doesn’t mix well and floats to the top.
Conversely, mercury is a Liquid Metal in room temperature. It’s significantly denser than water and cannot mix with it as well.
If you put mercury, water and oil together in a tank, you’ll see the metal at the bottom and the lipid at the top.
But if you add in coffee, it would dip into the middle and mix with the water since itself is mostly water.
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