How do I render triangles in a mesh in depth order?

I'm using Unity to create a 2D game and I'm having a problem with meshes. It seems that triangles in the same mesh are drawn in creation order instead of depth order.

I created a simple example:

 public class MeshTest : MonoBehaviour
 {
     Mesh mesh;
 
     void Start ()
     {
         mesh = GetComponent<MeshFilter> ().mesh;
         BuildMesh ();
     }
     
     List<Vector3> newVertices = new List<Vector3>();
     List<int> newTriangles = new List<int>();
     List<Color> newColor = new List<Color>();
 
     void BuildMesh()
     {
         Vector3 pos = Vector3.zero;

         // Create three quads in the mesh
         GenerateQuad (Vector3.zero, Color.red);
         GenerateQuad (new Vector3(1f, 1f, 1f), Color.yellow);

         GenerateQuad (new Vector3(0.5f, 0.5f, 0.5f), Color.green);
         // The green square has a z coordinate in-between the other two squares

 
         mesh.Clear ();
         mesh.vertices = newVertices.ToArray();
         mesh.triangles = newTriangles.ToArray();
         mesh.colors = newColor.ToArray ();
         mesh.Optimize ();
         mesh.RecalculateNormals ();
         
         newVertices.Clear ();
         newTriangles.Clear ();
         newColor.Clear ();
     }
 
 
     void GenerateQuad(Vector3 topLeft, Color color)
     {
         int triangleIndex = newVertices.Count;
         float x = topLeft.x;
         float y = topLeft.y;
         float z = topLeft.z;
         
         newVertices.Add( new Vector3 (x, y, z) );
         newVertices.Add( new Vector3 (x + 1f, y, z));
         newVertices.Add( new Vector3 (x, y - 1f, z));
         newVertices.Add( new Vector3 (x + 1f, y - 1f, z));
         
         newTriangles.Add(triangleIndex+0);
         newTriangles.Add(triangleIndex+1);
         newTriangles.Add(triangleIndex+2);
         newTriangles.Add(triangleIndex+1);
         newTriangles.Add(triangleIndex+2);
         newTriangles.Add(triangleIndex+3);
 
         newColor.Add (color);
         newColor.Add (color);
         newColor.Add (color);
         newColor.Add (color);        
     }
 }

When I run a scene with just this game object in I see this:

The green square is on top of the other two when it should be in between them.

Any ideas what I'm doing wrong? Is this the normal behaviour?

Thanks