Sounds like Lexan (or a generic derivative) to me. Plexi breaks more easily and is easier to screw up while cutting, but it's cheaper. Lexan is harder (like 30 times harder) and easier to cut as long as you don't melt it, but it's more expensive. Plus I've heard that lexan actually scratches more easily than plexi.
Ask them how many times harder than glass it is. Glass is usually used as a base-hardness. They really ought to know if they're in the business of selling this stuff. Then from there maybe we can figure out what they've got. It's probably just something of a different name that we have here in the US.
In ANY case, plexi is fine if you're patient while cutting/drilling it. I've used both plexi and lexan and both worked fine so long as they aren't too thick. The thick stuff can be bad since it causes the blade to really heat up and melts the plastic.
If this store you go to has a website, maybe you can show us exactly what it is that you're looking at.