The zig-zag movement of dispersed phase particles in a colloidal system is known as Brownian motion.
Brownian motion is the random motion of particles contained in a fluid (a liquid or a gas) caused by collisions with fast-moving atoms or molecules in the gas or liquid. In simple words, the zig-zag motion of the particles.
Or, this motion happens because of the continuous collisions between the colloidal particles and molecules of the dispersion medium which are in constant motion and pass kinetic energy to colloidal particles by striking them from all sides.