Try this
Sub InsertColumns2()

 Dim ws As Worksheet
 
 For Each ws In ThisWorkbook.Worksheets
 
    With ws
 
        .columns("AM:AM").Copy 
        .columns("AN:AN").pastespecial(xlpastevalues)
    end with  
        
 Next ws
  Application.ScreenUpdating = 1
 End Sub
This will work as long as column AN is blank. If it needs to be inserted first, then you can use

Sub InsertColumns2()

 Dim ws As Worksheet
 
 For Each ws In ThisWorkbook.Worksheets
 
    With ws
        .columns("AN:AN").insert
        .columns("AM:AM").Copy 
        .columns("AN:AN").pastespecial(xlpastevalues)
    end with  
        
 Next ws
  Application.ScreenUpdating = 1
 End Sub