We have similar sounding wire-mesh screens over most of our openable windows. They are removable, and attach to the window frames using velcro. We bought them from a company online called 'Cat-air screens', but I don't know if they exist anymore.
They were to allow us to open windows whilst also keeping our two siamese cats inside (as you can see from the picture). They also keep insects *out*.

We've had them now for almost 5 years, and they're still going strong - *and* have resisted multiple escape attempts... They work fine in keeping Isis in too - but I'd still not leave her unsupervised around them, just in case.