When Harry and Gus are sitting on the bridge, Harry spits over the edge and counts 8.5 seconds until it lands, from which Gus calculates in his head that they are 500 feet up. An object falling from 500 feet would land in 5.57 seconds, and an object landing in 8.5 seconds would require 1,162 feet to fall.
Harry apparently left the "nose glasses" he was going to put on the Statue of Liberty in his apartment- he obviously does not have them when he is on the bridge.