It is made of UEW, PEW or EIW of which more wires are twisted for each different type.
After more wired are twisted, it forms a lower circumferential epidermis in order to decrease the skin effect and the equivalent register of high frequency, therefore increase the "Q". It will be easier to overcome the difficulties in designing coils that shall have higher pressure proof and higher resistance.
High frequency transformer
Electro-Magnetic oven coil
High frequency coil