what引导宾语从句既做介词的宾语,还可以做宾语从句的主语的例句?

what引导宾语从句既做介词的宾语,还可以做宾语从句的主语的例句?
比如例句 the other day,my brother drove his car down the street at ___what____ I thought was a danerous speed.横线上为什么不可以用which?
要那种做介词宾语，且在从句中做主语的例句！