without being boiled away into space.

Why does Mercury have a magnetic field?

    A magnetic field can form if there is liquid metal in a planet's core.  The liquid metal conducts electricity.  As the planet rotates, the liquid moves.  This generates an electric current.  The electric current produces a magnetic field.  Mercury was thought to have a solid core.  Without a moving liquid in the core, there usually won't be a magnetic field.  Several theories try to explain the presence of a magnetic field.  The outer edge of Mercury's core may be partly liquid.  The planet rotates so slowly that the liquid wouldn't swirl much.  This would produce only a weak magnetic field.