Is it possible to have a Gas heavier than a liquid?

I've just remembered that there was once a suggestion to use a mixture of xenon and oxygen under high pressure to allow people to float/fly/swim in it. It was also stated that water could be lighter than such a mixture.

According to Smithsonian Physical Tables the critical point for xenon is

$16.6\,\text{C}^{\circ},\quad 60\,\frac{\text{kg}}{\text{cm}^2},\quad 1.155\,\frac{\text{g}}{\text{cm}^3}$

while the density of water is around this conditions according to this online calculator is $1.0015 \frac{\text{g}}{\text{cm}^3}$ and it is still liquid ($60\,\frac{\text{kg}}{\text{cm}^2} \approx 58.84\,\text{bar}$).

One may have a look on phase diagrams of water and xenon on wolfram alpha:

• xenon phase diagram
• water phase diagram

I suppose by lowering a bit the pressure under xenon critical point one can actually have a gas heavier than even water.

The original suggestion on high density xenon-oxygen breathable mixture should be in Ariadne section of New scientist, July 6, 1967. However this issue is not on Google books (yet?).

At its critical point of 318 K and 3.8 bar, SF$_6$ has a density of 742 kg/m$^3$. This is certainly denser than some liquids. Of course we'd have to go for a slightly lower pressure to have an unambiguous gas.

Heptane is liquid at this temperature and pressure and has a density (at STP) of 697 kg/m$^3$. This looks good but SF$_6$ is likely to be soluble in heptane given that it's "very soluble in ethanol, hexane, benzene" (wikipedia). Isopentane is lighter still but has problems with the boiling point and solubility. So we have to look for something more exotic.

I can't find a phase diagram but pentaborane has a boiling point of 333 K and a density (again at STP) of 618 kg/m$^3$, meaning it will be liquid at the critical point of SF$_6$.

I wouldn't fancy trying the experiment though: Pentaborane was found to be too dangerous to use as a rocket fuel, and it took decades to figure out a safe way to dispose of it.