Density properties of the well-characterised small-planet population around M dwarfs. Left: mass–density diagram for small transiting planets around M dwarfs, adapted from Luque & Pallé (2022). The TOI-406 planets are labelled, and highlighted with coloured diamonds. The sample is the same as in Fig. 13. Densities are normalised by Zeng et al. (2019) theoretical model of an Earth-like composition (scaled Earth bulk density, ρ_⊕,s, assuming mass fractions of 32.5 % iron and 67.5% silicates). Planets are colour-coded according to their bulk densities, following Luque & Pallé (2022): Earth-like densities (brown), possible water worlds (cyan), and sub-Neptunes with H-He envelops (dark blue). The dotted blue line at 0.65 ρ_⊕,_s represents the compositional gap suggested by Luque & Pallé (2022). Right: normalised histogram of the sample of planets with mass and radius determinations better than 25% and 8%, respectively. Density is normalised to the Earth-like model. A Gaussian model fitted to the distribution of each planet population is shown with a solid coloured line. The red arrows show the positions of the TOI-406 planets in the density distributions.