I don't know to what depth you're looking for an answer, I certainly wouldn't be looking at it as you seem to be given what you're addressing in your question.
Me? What's the electronegativity difference? Ca: 1.0, Hg: 1.9, and Cl: 3.0.
I know there's no "fixed" difference that sets an ionic over a covalent bond, but let's go with if the difference is > or equal to 1.7 it's ionic, < 1.7 it's covalent.
Now why is the electronegativity what it is? Definitely tied to the size of the atom, with > size resulting in lower EN values, which certainly fits here. But for a high school forum? Heck, an EN explanation works for me.