This is a simpler version of what you show.
I drew an ovoid with Follow Me using a Bezier curve as the profile and a circle for the path. I made the ovoid a component and then outside the component I drew the helical curve around it with the Line tool drawing between corners of the faces. Turning on Hidden Geometry helps.
You only need to draw one helix because it can then be copied with the Rotate tool to make the second one. Cut the helices to the clipboard, open the component for editing and use Paste in place. Then select the surface that you don’t want to keep and hit Delete.
I used 96 segments for the Bezier curve and 48 for the number of sides in the circular path so I only have two turns. In your illustration it looks like there are 6-1/2 turns so you would need 6.5 times as many segments in the profile curve as in the path.
Make additional copies of the helix and make additional ribbons.