There many recordings by composers around this time, other composer who made recordings then include Grieg, Bartók and Scriabin.
However, I agree the recording quality is too good in the video you linked. Fortunately, the video description clearly explains these are piano rolls.
In case you are unfamiliar with this technology, this Wikipedia page ought to explain it: https://en.m.wikipedia.org/wiki/Piano_roll , more information at: https://en.m.wikipedia.org/wiki/Player_piano
So you heard a modern recording (although I could hear a bit of white noise in the background, so maybe not too modern) of a century-old piano roll.