w5500 download audio from internet to SD card

Hi, im building a project using Ethernet shield w5500 and arduino uno.

The project consist in downloading a wav file from the internet, saving into SD card, and after, playing it in a speaker.

my question is, is it possible to download big files(1mb+) and save it to SD card?
i looked up over internet and some sites are saying that i can only use one spi at time(ethernet or sd card) and my UNO doesnt have enought space to hold the wave file during this transaction.