add  <ClientSideEvents ColumnHeaderClickHandler="UltraWebGrid1_ColumnHeaderClickHandler" /> to </DisplayLayout>

add an keyid for the column,

 <igtbl:UltraGridColumn HeaderText="Check" Width="50px" AllowUpdate="Yes" Type="CheckBox" Key="chk1" SortIndicator="Disabled"
                            >
                            <CellStyle HorizontalAlign="Center">
                            </CellStyle>
                            <Footer>
                            </Footer>
                            <Header  Caption="Check">
                            </Header>
                        </igtbl:UltraGridColumn>

hook up the same with javascript

  function UltraWebGrid1_ColumnHeaderClickHandler(gridName, columnId, button) {

            //Add code to handle your event here.

            var myCol = igtbl_getColumnById(columnId);
          

            if (myCol.Key == "chk1") {

                var myGrid = igtbl_getGridById(gridName);

                for (i = 0; i < myGrid.Rows.length; i++) {
                   
                    if (myGrid.Rows.getRow(i).getCellFromKey("chk1").getValue() == "1") {
                        myGrid.Rows.getRow(i).getCellFromKey("chk1").setValue(0);
                    }
                    else {
                        myGrid.Rows.getRow(i).getCellFromKey("chk1").setValue(1);
                    }
                }

               
            }

    }