Strange practise, did you sign? Were you under any coersion to do so? What would have happened if you declined to sign?
I've heard of, in very select industries, being required to sign something along those lines when joining the company i.e. we're giving you this job on the basis that you agree not to work for a competitor within an aggreed timeframe if you subsequently leave.
However if no such clause was a part of your working contract i fail to see on what basis they could ask you to sign such a document when leaving. If you have signed it on the other hand i've no idea of where you stand legally.