In practice, any wall constructed to fulfill its main purpose of weather protection and structural stability, will almost certainly provide security against casual criminals. As the value of assets rises, the construction must be designed to provide physical strength. During construction, the precaution to be taken is that the outer walls are not just 3/4.5" thick as these can be broken in quite easily. For jewelers, and other areas where there may be high valued items, one should ensure that not only walls are thick but floor and roof are also equally strong. If possible these should be RCC walls with steel bars in it.
For strategic installation where there could be attacks by the terrorist/extremist or the like, a wall can limit the impact of blast from explosives. The impact of the blast will depend on the site layout and of course on the type of explosive used. It should be realized that the power of modern explosives and the military weapons likely to be used by terrorists are beyond the experience of most building designers and actual data is rather scarce. However, if such a protection is required expert advice from appropriate sources should be sought as to the likely energy of explosions.