To be honest, it may be better not to use that method at all, but to instead use BULK INSERT as specified here:
Handling Bulk Insert from CSV to SQL
It is quite simple though:
BULK INSERT dbo.TableForBulkData
FROM 'C:\BulkDataFile.csv'
WITH
(
FIELDTERMINATOR = ',',
ROWTERMINATOR = '\n'
)
If you're doing it through C#, then you can use the SqlBulkCopy library, or if you need to do it from command line, you can always use BCP.
Note, the method you're currently using is up to 10 times slower:
QUOTE FROM ARTICLE:
Data can be inserted to the database from a CSV file using the conventional SQLCommand class. But this is a very slow process. Compared to the other three ways I have already discussed, this process is at least 10 times slower. It is strongly recommended to not loop through the CSV file row by row and execute SqlCommand for every row to insert a bulk amount of date from the CSV file to the SQL Server database.