In reply to matnoo: I'm almost certain it's illegal, and the penalties for carrying it are sure to be more than a slapped wrist.
Your friend has said she's relucant to go to the Police. If that's the case, she'd probably be even more reluctant to use something like mace if the situation arose.
I personally don't have a problem with myself or anyone carrying something highly illegal if the situation warrants it, but if something happens and she's not mentally prepared to use something to it's maximum effect she'll probably end up in a far worse state than if she carried nothing.
You're far better to persuade her to contact the police.