Short-circuit primary side of a transformer to collect all the spikes at the secondary
You're using the battery to charge the transformer?  Well, a quick and dirty way could be to put a fuse in series with the battery.  Then just short the transformer.  For a little better solution, construct a current limiter and put it in place of the fuse. Actually, I'd still leave the fuse in.

Edited, base on the addition of:


  "The primary feeding/detaching source/shorting the
  primary/re-attaching source/feeding sequence (in a countinuous loop)
  of the primary side has to be accomplished thousand time per
  second..."


Using a fuse, you only get ONE cycle; then you have to replace the fuse.  This is fine if all you want to do is measure the spike on the secondary.  Your edited proposal shows it must be continuous...now it looks a lot like a switching supply.  @Vijay may have been thinking of a "resettable fuse", but those are not going to work any any reasonable repetition rate.

The "fast acting diode" or even @PlasmaHH's use of MOSFETs can do a pretty good job, but your assertion that you must capture ALL of the stored energy suggests that they won't quite be good enough.  You request sounds like physics research where you are interested in absolute measurements, rather than an electronic design of a device where you are able to make some trade-offs in order to get performance that is "good enough".

Edited again...I thought about this some more.

If you short the primary, it will attempt to absorb all the energy from the collapsing field.  It will be dissipated in the (low) resistance of the primary.  If you want to capture all the energy into the secondary, you really want to leave the primary open during this time.  This should be a lot easier to arrange.