How can I get value for AQI on apple watch? I want to see the latest AQI (Air Quality Index) on my Apple watch, but it just show '--'. 

How can I get it to show the actual AQI figure?
It will only show if you are in a city that actually records the data.

You can double-check this on your iPhone, Weather app. Scroll down to the bottom of the page. If the last figure is Air quality, that city records it. If it is Visibility, then it doesn't.