From Ammoland:

The National Instant background Check System (NICS reported close to 2,373,193 million guns sold in March of 2020. The numbers are not perfect. When multiple sales are done, they can be recorded as one check, but they would still go to the same household.  NICS records few private sales. The February 2020 NICS reported about 1,244,177 gun sales. The total of the two months is 3,617,370. It is unlikely people were purchasing guns out of concern for the coronavirus before February.