Is it right that Loki's scepter is no longer in existence now in the Marvel Cinematic Universe, as the infinity stone on it is in The Vision now?
Yes, that's correct. The scepter was just a "carrying case" for the Mind Stone, allowing Loki to channel its power. (It's not clear if Loki even knew what he had). Once Stark took it apart to get to the Stone, the scepter itself was no longer anything useful.
Scepter was only like a gun and the mind stone was the bullet, with out the bullet the gun has no use, except to hit a person bluntly. So it is present in MCU but not of any use as such.