And all the people saw the thunderings, etc. - They had witnessed all these awful things before, (see Exodus 19:16), but here they seem to have been repeated; probably at the end of each command, there was a peal of thunder, a blast of the trumpet, and a gleam of lightning, to impress their hearts the more deeply with a due sense of the Divine Majesty, of the holiness of the law which was now delivered, and of the fearful consequences of disobedience. This had the desired effect; the people were impressed with a deep religious fear and a terror of God's judgments; acknowledged themselves perfectly satisfied with the discoveries God had made of himself; and requested that Moses might be constituted the mediator between God and them, as they were not able to bear these tremendous discoveries of the Divine Majesty. "Speak thou with us, and we will hear; but let not God speak with us, lest we die;" Exodus 20:19. This teaches us the absolute necessity of that great Mediator between God and man, Christ Jesus, as no man can come unto the Father but by him.

and all

Exodus 19:16-18 And it came to pass on the third day in the morning, that there were thunders and lightning, and a thick cloud on the mount...

they removed

Psalm 139:7,8 Where shall I go from your spirit? or where shall I flee from your presence...

Jeremiah 23:23 Am I a God at hand, said the LORD, and not a God afar off?

The Mediator --The Interpreter
To us, that day at Horeb is a type of the action of the law in our nature: thus doth the law deal with our consciences and hearts. If you have ever felt the law spoken home to you by the Spirit of God, you have heard great thunderings within. You have been forced to cry with Habakkuk, "When I heard, my belly trembled; my lips quivered at the voice: rottenness entered into my bones." And God intended it to be so, that you might look to the flames which Moses saw, and abandon forever all hope of acceptance …
Charles Haddon Spurgeon—Spurgeon's Sermons Volume 35: 1889

Thus Has the Question Been on Both Sides Considered and Treated...
12. Thus has the question been on both sides considered and treated; and still it is not easy to pass sentence: but we must further lend diligent hearing to those who say, that no deed is so evil, but that in avoidance of a worse it ought to be done; moreover that the deeds of men include not only what they do, but whatever they consent to be done unto them. Wherefore, if cause have arisen that a Christian man should choose to burn incense to idols, that he might not consent to bodily defilement …
St. Augustine—On Lying

The Old Testament Canon from Its Beginning to Its Close.
The first important part of the Old Testament put together as a whole was the Pentateuch, or rather, the five books of Moses and Joshua. This was preceded by smaller documents, which one or more redactors embodied in it. The earliest things committed to writing were probably the ten words proceeding from Moses himself, afterwards enlarged into the ten commandments which exist at present in two recensions (Exod. xx., Deut. v.) It is true that we have the oldest form of the decalogue from the Jehovist …
Samuel Davidson—The Canon of the Bible