* "Wet" is a relative term: We usually describe something as "wet" if it's covered in liquid, and the liquid is different from what the object normally is.
* Liquids are inherently wet: By their nature, liquids are fluid and can spread over surfaces, making them wet.
So, while we might say a liquid like oil "feels less wet" than water, it's still technically a liquid and therefore wet.
The real answer is that there is no liquid that is not wet.