Many websites use HTTP/1.1 but this is a big slow-down. HTTP/1.1 is not able to send files in parallel and has to send the header / handshake for every single request again. You get huge latency issues — that’s the reason browsers use up to six connections for one host to be able to load six files in one go. With a CDN you increase the hosts so each CDN gives you an additional six connections.
But that’s actually history.
HTTP/2 uses just one connection and is able to keep the stream up and multiplex packages. It’s spriting / concatenating on the protocol layer.
That means you are able to send many files in parallel (it now depends on your bandwith, before the latency blocked this possibility). You can even prioritize files and create a queue so that less important files will be sent last.
With HTTP/2 a CDN can actually slow down your site again because you have to send multiple headers / handshakes again, leading to latency.
For HTTP/2 you need an HTTPS connection but that is recommended anyway.