A rule of thumb is to purchase a gun safe that has the thickest steel as possible. But the thicker the steel, the more expensive a safe will be. Level 3 safes feature 11-gauge steel that is 0.1196 inch (3.038mm) thick. That is 14% thicker than the 12-gauge steel used in Level 2 Security safes. Thicker steel is more difficult to drill or punch. It is also heavier, which makes it more difficult to remove. A square foot of 11-gauge steel weighs 4.879 pounds, which is over half a pound heavier per square foot than 12-gauge steel.