Mercury's atmosphere is constantly blown away by the solar wind, pushed into space by tongues of solar plasma and repelled by the planet's own magnetic field. It's replaced by gases from the solar wind, radioactive decay of materials on the planet's surface and chemicals released when space debris crashes into the tiny world.
At one trillionth of the Earth's atmospheric pressure, Mercury's atmosphere is incapable of shielding the tiny planet from bombardment by solar radiation. Surface temperatures on Mercury range from nearly 300 degrees below zero, to over 800 degrees Fahrenheit.