The number of Unmanned Aerial Vehicles (UAVs) continues to explode. Within the total spectrum of Unmanned Aircraft System (UAS) operations, Urban Air Mobility (UAM) is also on the way. Dense air traffic is getting ever closer to us. Current research either focuses on traffic network design and route design for safety purpose or swarm control in open airspace to contain large volume of UAVs. In order to achieve a tradeoff between safety and volumes of UAVs, a sky highway with its basic operation for Vertical Take-Off and Landing (VTOL) UAV is proposed, where traffic network, route and swarm control design are all considered. In the sky highway, each UAV will have its route, and an airway like a highway road can allow many UAVs to perform free flight. The geometrical structure of the proposed sky highway with corresponding flight modes to support dense traffic is studied one by one. The effectiveness of the proposed sky highway is shown by the given demonstration.