html

$(".multiple_select").mousedown(function(e) {
    if (e.target.tagName == "OPTION")
    {
      return; //don't close dropdown if i select option
    }
    $(this).toggleClass('multiple_select_active'); //close dropdown if click inside <select> box
});
$(".multiple_select").on('blur', function(e) {
    $(this).removeClass('multiple_select_active'); //close dropdown if click outside <select>
});

$('.multiple_select option').mousedown(function(e) { //no ctrl to select multiple
    e.preventDefault();
    $(this).prop('selected', $(this).prop('selected') ? false : true); //set selected options on click
    $(this).parent().change(); //trigger change event
});


	$("#myFilter").on('change', function() {
      var selected = $("#myFilter").val().toString(); //here I get all options and convert to string
      var document_style = document.documentElement.style;
      if(selected !== "")
        document_style.setProperty('--text', "'Selected: "+selected+"'");
      else
        document_style.setProperty('--text', "'Select values'");
	});

:root
{
	--text: "Select values";
}
.multiple_select
{
	height: 18px;
	width: 90%;
	overflow: hidden;
	-webkit-appearance: menulist;
	position: relative;
}
.multiple_select::before
{
	content: var(--text);
	display: block;
  margin-left: 5px;
  margin-bottom: 2px;
}
.multiple_select_active
{
	overflow: visible !important;
}
.multiple_select option
{
	display: none;
    height: 18px;
	background-color: white;
}
.multiple_select_active option
{
	display: block;
}

.multiple_select option::before {
  content: "\2610";
}
.multiple_select option:checked::before {
  content: "\2611";
}

<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<select id="myFilter" class="multiple_select" multiple>
  <option>A</option>
  <option>B</option>
  <option>C</option>
  <option>D</option>
  <option>E</option>
</select>