The xbox probably can play CDs so you can try that and see if you hear a difference between it and spotify. The quality of recording vary enormously so the best tip is actually just to enjoy what you like. It may be better sound quality on cd or higher rez but it might not also, it depends on what you are listening to and can easily differ between records/releases/remasters and so on. If spotify works great for you then use it. Even at the highest quality they provide is a lossy compression but many dont hear the difference, and some who do actually prefer it.
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