Looping through column names with dynamic SQL

This is a bit of an XY answer, but if you don't mind hardcoding the column names, I suggest you do just that, and avoid dynamic SQL - and the loop - entirely. Dynamic SQL is generally considered the last resort, opens you up to security issues (SQL injection attacks) if not careful, and can often be slower if queries and execution plans cannot be cached.

If you have a ton of column names you can write a quick piece of code or mail merge in Word to do the substitution for you.

However, as far as how to get column names, assuming this is SQL Server, you can use the following query:

SELECT c.name
FROM sys.columns c
WHERE c.object_id = OBJECT_ID('dbo.test')

Therefore, you can build your dynamic SQL from this query:

SELECT 'select ' 
    + QUOTENAME(c.name) 
    + ',count(*) from [BT].[dbo].[test] group by ' 
    + QUOTENAME(c.name)  
    + 'order by 2 desc'
FROM sys.columns c
WHERE c.object_id = OBJECT_ID('dbo.test')

and loop using a cursor.

Or compile the whole thing together into one batch and execute. Here we use the FOR XML PATH('') trick:

DECLARE @sql VARCHAR(MAX) = (
    SELECT ' select ' --note the extra space at the beginning
        + QUOTENAME(c.name) 
        + ',count(*) from [BT].[dbo].[test] group by ' 
        + QUOTENAME(c.name)  
        + 'order by 2 desc'
    FROM sys.columns c
    WHERE c.object_id = OBJECT_ID('dbo.test')
    FOR XML PATH('')
)

EXEC(@sql)

Note I am using the built-in QUOTENAME function to escape column names that need escaping.

You want to know the distinct coulmn values in all the columns of the table ? Just replace the table name Employee with your table name in the following code:

declare @SQL nvarchar(max)
set @SQL = ''
;with cols as (
select Table_Schema, Table_Name, Column_Name, Row_Number() over(partition by Table_Schema, Table_Name
order by ORDINAL_POSITION) as RowNum
from INFORMATION_SCHEMA.COLUMNS
)

select @SQL = @SQL + case when RowNum = 1 then '' else ' union all ' end
+ ' select ''' + Column_Name + ''' as Column_Name, count(distinct ' + quotename (Column_Name) + ' ) As DistinctCountValue, 
count( '+ quotename (Column_Name) + ') as CountValue FROM ' + quotename (Table_Schema) + '.' + quotename (Table_Name)
from cols
where Table_Name = 'Employee' --print @SQL

execute (@SQL)

The code snippet created by @Szymon above is really working.

For those who run the code and did not see anything. Simply study the term "dynamic SQL", it took me only 5 minutes. And another 3 minutes to modify the code run.