In the business scenarios at Ant Group, there is a rising demand for collaborative data analysis among multiple institutions, which can promote health insurance, financial services, risk control, and others. However, the increasing concern about privacy issues has led to data silos. Secure Multi-Party Computation (MPC) provides an effective solution for collaborative data analysis, which can utilize data value while ensuring data security. Nevertheless, the performance bottlenecks of MPC and the strong demand for scalability pose great challenges to secure collaborative data analysis frameworks. In this paper, we build a secure collaborative data analysis system SCQL with a general purpose. We design more efficient MPC protocols and relational operators to meet the demand for scalability. In terms of system design, we aim to implement a system with security, usability, and efficiency. We conduct extensive experiments on SCQL to validate our optimization improvements: (1) Our optimized secure sort protocol sorts one million 64-bit data in only 4.5 minutes, 126× faster than EMP (9.4 hours). (2) The end-to-end execution time of the typical vertical scenario query is reduced by 1991× from the state-of-the-art semi-honest collaborative analysis framework Secrecy (rewritten with Additive Secret Sharing protocol), with appropriate security tradeoffs. (3) We test the system in the WAN setting with input size = 10 7 to demonstrate the scalability. We have successfully deployed SCQL to address problems in real-world business scenarios at Ant Group.