The short quick answer, download their app.
I use a Mac and have tried several times to download a 30GB folder from OneDrive using Safari only to see it fail mid-way. On my 300Mbps connection I was getting about 2.4 to 3Mbps download speeds from OneDrive. As soon as I installed their app and asked the app to download everything to my local drive it downloaded that 30GB folder in under 15 minutes. Sorry I didn't gauge the download speed and the app doesn't just give you that information.
But yes, if you need your data from OneDrive fast and reliably just use the app.