这个句子中为什么用what不用which?

这个句子中为什么用what不用which?
It was a big,squarish frame house that had once been white,decorated with cupolas and spires and scrolled balconies in the heavily lightsome style of the seventies,set on what had once been our most select street.
这边的set on what had once been our most select street.里的what能不能换成which?
原句是福克纳小说 a rose for Emily里的，如果可以换成which 的话请告诉我原因