Green’s Dictionary of Slang

(US) a phr. used when its subject (irrespective of gender) is behaving strangely or excessively in public.

1960

E. Hoagland Circle Home 35: ‘Whoa Bessie!’ came a yell. ‘What do we think we’re doing here?’ He rushed the fighter, a bulky man in a pinstripe suit with tie flying, watch fob hopping.