what kind of honesty does nick refer to when he says "I am one of the few honest people that i have ever known."

Basically, this has to do with his relationship (or not) with Jordan Baker. He knows at this point that his interest is not in pursuing her (she lies), but rather that she makes him curious. He doesn't allow the relationship to become serious because for some reason he sees himself as too honest. Note though, he has no problem setting Daisy up with Gatsby..... double standards?