Explanation
ALLAH is Ash-Shaheed, The One who directly and ever-presently observes everything in creation, The One from whose knowledge nothing is hidden, The One who witnesses both that which is seen and that which is unseen, The One who has knowledge of all that happens everywhere at all times and The One who is the ultimate witness on the Day of Judgement.
From the root word sheen-ha-dal, we get numerous classical Arabic connotations such as to bear witness, to offer testimony, to have knowledge of, to experience, and to be present with.
Quran References
But Allah bears witness to that which He has revealed to you. He has sent it down with His knowledge, and the angels bear witness [as well]. And sufficient is Allah as Witness. (Quran 4:166)
Indeed, those who have believed and those who were Jews and the Sabeans and the Christians and the Magians and those who associated with Allah – Allah will judge between them on the Day of Resurrection. Indeed Allah is, over all things, a Witness. (Quran 22:17)
We will show them Our signs in the horizons and within themselves until it becomes clear to them that it is the truth. But is it not sufficient concerning your Lord that He is, over all things, a Witness? (Quran 41:53)
It is He who sent His Messenger with guidance and the religion of truth to manifest it over all religion. And sufficient is Allah as Witness. (Quran 48:28)