The cheese with many holes you are referring to is a type of hard cheese, which has a hard texture and rind, and most of them have air holes, which are caused by air bubbles during the fermentation process.

I can't say which variety you're looking at, but if it's Swiss, there are some famous Swiss cheeses such as Emmentaler, Gruyere, Sbrinz and Appenzeller.

Judging by the many cavernous descriptions and the popularity of these varieties, it's highly likely that you're looking for Emmentaler - Emmentaler is almost synonymous with Swiss cheese and comes from the Alps. Emmentaler is one of the largest cheeses in the world, requiring 1,200 liters of milk to make a single piece. When you cut into this cheese, you will see beautiful holes of all sizes in the pale yellow color of the cheese (the propionic acid bacteria, which creates air holes, is added during the production process). Emmentaler cheese is best eaten in thin slices with "white beaks", which are very tasty. It can also be served with vegetables in salads. Emmantal is also enjoyed with Shiraz from Australia, which is equally strong in flavor.

But Gruyere also has holes in it.

Can refer here to see if it's what you're looking for http://www.emmentaler.ch/index.php?uid=52