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Arrange the following in order of increasing conductivity of heat:
copper, air, water, mercury.

Answer
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Hint: Heat transfer is the study of the process of exchange of the heat energy between the two systems. If Thermodynamics is the branch that studies the total amount of heat energy transferred, the branch of Heat Transfer is the study of the process in which the heat energy is transacted across the system.
Think of this analogy. If thermodynamics represents the net account statement of your bank account, the heat transfer represents the individual money transfers like credit, debit, towards EMI etc.

Complete step by step answer:
There are 3 modes of heat transfer namely, conduction, convection, and radiation.
Conduction is the process of heat transfer where there is no actual movement of the particles of the medium but the particles vibrate about their mean position transferring the heat.
Convection is the process of heat transfer where there is a net movement of the particles of the medium transferring the heat.
Radiation is the process of heat transfer through direct means by electromagnetic radiation from the source to the receiver.
The conduction is the transfer of internal energy by the microscopic collisions of particles and the movement of electrons within a body. The colliding particles, which include molecules, atoms, and the electrons, transfer the kinetic and potential energy, jointly known as internal energy.
Conduction takes place in all phases: solid, liquid, and gas. The rate at which energy is conducted as the heat between two bodies depends on the temperature difference between the two bodies and the properties of the conductive interface through which the heat is transferred.
The heat energy transferred through conduction is given by,
$Q = \dfrac{{KA\Delta T}}{L}$
where K is called the thermal conductivity, A is the surface area exposed to the heat, $\Delta T$ is the temperature difference and L is the length of the conductive path.
The SI unit of thermal conductivity is $W{m^{ - 1}}{K^{ - 1}}$.
The quantity of thermal conductivity is the inherent property of a substance and materials with high conductivity transfer more heat compared to the other sources. Here are the values of thermal conductivities for the given materials:

Air (at room temperature)0.026 $W{m^{ - 1}}{K^{ - 1}}$
Copper385 $W{m^{ - 1}}{K^{ - 1}}$
Water0.6 $W{m^{ - 1}}{K^{ - 1}}$
Mercury8.30 $W{m^{ - 1}}{K^{ - 1}}$


Arranging these materials in the increasing order of their thermal conductivities, we get,

Air < Water < Mercury < Copper

Note:
The metals tend to have very high values of electrical conductivity since the molecules are arranged closely, in the form of crystals and there are plenty of free electrons in the metals which aid in better conduction of heat by vibrating and carrying the kinetic energy.