As Nate Eldredge points out in the comments, the book Counterexamples in Topology states that this space is not perfectly normal, but does not provide a proof. Here is the idea for a proof.
A perfectly normal space is onea normal space in which every closed set is a $G_\delta$. So to prove this space is not perfectly normal, we'd like to find a closed set that is not a $G_\delta$. I claim that the subspace $C = [0,1] \times \{0,1\}$ works. ($C$ is the two horizontal lines on the top and bottom.) The reason is that if $U \subseteq [0,1] \times [0,1]$ is an open set containing $C$, then $$A_U = \{x \in [0,1] \ : \ \{x\} \times [0,1] \subseteq U\}$$ (i.e., the set of all vertical lines contained in $U$) is a co-countable subset of $[0,1]$. (This is because for every $p \in (0,1]$, $U$ must contain a neighborhood of $(p,1)$, and therefore $A_U$ must contain an interval of the form $(p-\varepsilon,p)$. Likewise, $U$ must contain a neighborhood of $(p,0)$, and therefore $A_U$ must contain an interval of the form $(p,p+\varepsilon)$. So every point of $[0,1] \setminus A_U$ is isolated.) Therefore any countable intersection of open neighborhoods of $C$ contains a horizontal line.
EDIT: Thanks to Nate Eldredge for helping me to simplify my original argument.