I wan to check code coverage for individual Apex class after I ran all test classes.
Is there way way where I can fire SOQL query get the list of All apex class along with individual code coverages of my ORG?
Why do you need a SOQL??. After the execution of test classes,i.e., "Run All tests" is completed. click on "Developer Console" button. At bottom right section of this window you'll find code coverage of each apex class and overall coverage of your org.
Moreover her's a SOQL that gives coverage of each class-
SELECT ApexClassOrTrigger.Name, NumLinesCovered, NumLinesUncovered FROM ApexCodeCoverageAggregate ORDER BY ApexClassOrTrigger.Name ASC
Note- Please, check the checkbox "Use tolling API"
Beyond the Developer Console, you can check the code coverage results using the Tooling API. Specifically the ApexCodeCoverageAggregate and ApexCodeCoverage classes.
The Tooling API SOQL query can use the ApexClassorTriggerId field to select the specific class (or trigger) you want the coverage results for.
There are a few ways to get this out to Excel. See Export Results from Developer Console - Query Editor?
You can actually get the code coverage extract by using Salesforce Advance Code Searcher, just add this plugin to your browser->login to your org-> click on setup-> you will be able to see ' View and Download your Organisation's Code Coverage' -> click download-> the extract of the code coverage will be downloaded as a CSV.
If you wan to export the results to CSV you can try by sfdx trying something like this:
sfdx force:data:soql:query -q "SELECT ApexClassOrTrigger.Name, NumLinesCovered, NumLinesUncovered FROM ApexCodeCoverageAggregate ORDER BY ApexClassOrTrigger.Name ASC" -u myOrg -t -r csv > .\output\result.csv