want to show data like this in grid view

See the following example and adapt to your needs:
Say in your aspx file you have a gridview control whose id is "GridView1";
on its code behind file > create a datatable > add the respective columns to the datatable > populate data row by row in the datatable > bind the datatable to GridView1

protected void Page_Load(object sender, EventArgs e)
{
    if (IsPostBack == true)
        return;
    DataTable dtTemp = new DataTable();
    // columns headings
    dtTemp.Columns.Add("Student ID");
    dtTemp.Columns.Add("First Name");
    dtTemp.Columns.Add("Last Name");
    // insert data row by row
    dtTemp.Rows.Add("1", "Peter", "Leow");
    dtTemp.Rows.Add("2", "James", "Song");
    dtTemp.Rows.Add("3", "Mick", "Sam");
    dtTemp.Rows.Add("4", "MAry", "Cool");
    // bind datasource
    GridView1.DataSource = dtTemp;
    GridView1.DataBind();
}

The End.