Mercury hardly needs an introduction as the famous Roman messenger of the gods and god of trade. His name derives from Latin merx, 'merchandise', with merces meaning 'reward', 'pay' (both words are related to English 'market').
The Romans needed a god for the success of their business transactions and therefore in about 495 BC 'imported' the Greek god Hermes, who of course was also the messenger of the gods. (Mercury did not, however, represent all the attributes of Hermes; for example he was not regarded as a god of fertility.)
In his Remains Concerning Britain, William Camden, writing in the early seventeenth century, considers the Latin form of the name (Mercurius) and seems to derive it from a whole phrase: ' "Quasi médius currens inter Deos & homines," as the Grammarians Etymologize it, a mediate cursitor between Gods and men.'
In spite of the slight similarity between the names of Hermes and Mercury (they have three letters in common) there seems to be no direct linguistic link, and Mercury's name is certainly nothing to do with the Greek boundary stone called herma. As for the planet Mercury, its early Greek name was Stilbon, 'shining', 'glittering', 'sparking', it being so called since it always accompanied the sun and thus resembled a 'spark' that had flown off from a larger fire.
Moreover Mercury was also seen as the 'fastest' of the planets, and the Roman god was well known for his speed, which was indicated by his wide-brimmed winged hat and winged sandals in pictorial depictions of him. Compare the former popular name 'quicksilver' for the metal mercury. The metal itself was named after the god.