The colloquium was initiated by Paul Ehrenfest, most likely immediately or soon after he came to Leiden (1912), following the example of Boltzmann's colloquium in Vienna. The colloquium was held on Wednesday evenings, in any case from 1926 as people can recollect, but maybe from the beginning. In the sixties it has been tried to shift the colloquium to the daytime, but the disadvantages outweighed the advantages.More on the history can be found in an excerpt from M.J. Klein's biography of Ehrenfest, "Physics in the Making". The documented list of speakers goes back to 1953(!), and can be found on the colloquium homepage. Below is the reconstructed list of organisers of the colloquium Ehrenfestii.
In the twenties Ehrenfest started to ask the most important speakers at the colloquium to put their signature on the wall. This was in the old building (corner Zonneveldstraat - Langebrug) where theoretical physics was housed and where the mathematics lectures were held. The building was also called "Leeskamer Bosscha", after the mathematics and physics library there. (In addition Ehrenfest would ask those that stayed at his home to sign the white wall in the guest room of his house, at Witte Rozenstraat 57; also the wifes would sign this wall, and they would sign every time they would come, not only once as in the colloquium room. This wall is [probably] still preserved.) After the war, also other important visiting scientists (in particular mathematicians) that gave a talk in the colloquium room, but did not speak at the colloqium Ehrenfestii, would sign the wall.
The old building was taken down around 1962, to make room for the new wing of the Kamerlingh-Onnes / Instituut-Lorentz complex. Under the guidance of the university archeologists the piece of wall with the signatures was sawn out and stored at the State museum of Antiquities in Leiden, after which it was cemented back into the wall of the new colloquium room. While building the new complex, the Instituut-Lorentz was housed in a wooden barrack on the lawn in front of the Kamerlingh-Onnes laboratory. The signatures of that period were put on the wood which may have been saved but was not incorporated in the new wall (a photograph of the corresponding list of signatures of Lorentz-professors was [and still is] incorporated in the wall).
In the days of Ehrenfest, the colloquium was very renowned. Ehrenfest was famous for the way he led the colloquium. He tolerated no obscurity what so ever, asked questions that coached the speakers in a better presentation and summarised the talk afterwards so well (as people said) that some speakers only then understood what the essence was of what they talked about. Ehrenfest encouraged students to ask questions and denied the existence of "stupid" questions. Students that skipped a colloquium could expect a reprimand.
After Ehrenfest died in 1933, H.A. Kramers took over. In his time the colloquium, including discussions, often lasted until 10 pm. It is likely that Kramers was the one who introduced the name colloquium Ehrenfestii (in the beginning spelled incorrectly as Ehrenfesti). After Kramers died in 1952, S.R. de Groot led the colloquium (and institutionalised the Instituut-Lorentz for Theoretical Physics), until he left in 1964 to Amsterdam.
Pictures of the cutting of the wall from Leidsch Dagblad, 4 September 1998 and Mare, 10 September 1998, as well as of the restauration after the move NRC Handelsblad, 2 December 1998, and the new completed structure NRC Handelsblad, 2 December 1998.