LOVE thick thighs that touch, I think its hot but its what you want anyway. Erm if you naturally have thicker thighs you might honestly struggle to make a difference but you could try doing more cardio exercise like running?
If you don't have it at under 120, which is probably a healthy weight for you, maybe you just aren't shaped that way. Keep working out to be healthy and if it happens it happens, but don't stress or starve yourself over it.
Im 5'5, 116lbs and just BARELY have a thigh gap. Honestly I think its 90% how you're shaped ie how big your pelvis is/how wide your hips are/where you store fat. I don't store much fat on my legs- only at the very top where my thighs touch on a bad day, and have slight light through them on a good day. All can really be done to do this is to eat less to burn calories. I don't do cardio because although it'd help burn calories quicker I worry Ill build muscle with jogging etc. I do however do some squats and lunges (when I can be bothered lol) which I think helps tone up the area a little