Sort Column headers in Matrix

Functionality: Sorting any column header in a matrix by clicking on it.

Example: I have a matrix with Companies as Rows, Sales measure as Value and as columns I want to see the month names.

For this scenario I would like to be able to easily click on a month name and sort the content of the measure that is in the values field.

If there are more than one measure in the values field i would like to be able to click on the value itself and it should sort.

I get requests by customers at a regular basis, asking for this specific functionality.