SQL Server 2016

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CREATE TABLE dbo.tbltemp(Dia DATETIME);
INSERT INTO dbo.tbltemp(Dia)
VALUES ('20170320'),
       ('20170321'),
       ('20170322'),
       ('20170323');
4 rows affected

SET Language 'Spanish';


SELECT  Dia,
        LEFT(DATENAME(WEEKDAY,Dia),3) + ' ' +
        CONVERT(VARCHAR(10),Dia,105) Dia_Formateado
FROM dbo.tbltemp; 


Dia
Dia_Formateado


20/03/2017 00:00:00
Lun 20-03-2017

21/03/2017 00:00:00
Mar 21-03-2017

22/03/2017 00:00:00
Mié 22-03-2017

23/03/2017 00:00:00
Jue 23-03-2017

Dia	Dia_Formateado
20/03/2017 00:00:00	Lun 20-03-2017
21/03/2017 00:00:00	Mar 21-03-2017
22/03/2017 00:00:00	Mié 22-03-2017
23/03/2017 00:00:00	Jue 23-03-2017