Let $Γ$ be an $N\times n$ random matrix with independent entries and such that in each row entries are i.i.d. Assume also that the entries are symmetric, have unit variances, and satisfy a small ball probabilistic estimate uniformly. We investigate properties of the corresponding random polytope $Γ^* B_1^N$ in $\mathbb{R}$ (the absolute convex hull of rows of $Γ$). In particular, we show that $$ ΓB_1^N \supset b^{-1} \left( B_{\infty}^n \cap \sqrt{\ln (N/n)}\, B_2^n \right). $$ where $b$ depends only on parameters in small ball inequality. This extends results of \cite{LPRT} and recent results of \cite{KKR}. This inclusion is equivalent to so-called $\ell_1$-quotient property and plays an important role in compressive sensing (see \cite{KKR} and references therein).