toggleClass and remove class from all other elements

Only You need to Use it. :)

<script>
    $(document).ready(function () {
        $('.demo_class').click(function () {
            $(this).toggleClass('active').siblings().removeClass('active');
        });
    });
</script>

This will do it

 $(".size a").click(function(){
    $('.size a.checked').not(this).removeClass('checked');
    $(this).toggleClass('checked');
 })

---

Update

Alternatively you could do

 $(".size").on('click','a', function(){
    $(this).toggleClass('checked').siblings().removeClass('checked');
 })