I use "Best for Retina display" in my settings. It's suitable for my eyes:)
But I'd like to get more spaces in some applications by using the highest resolution. So is there a way to do so?
The OS doesn't have any sort of procedure to tell app A to use one screen size and app B another.
Unless the apps you use have a preference to change layout, icon size or other aspects of layout and zoom (like a spreadsheet tool can zoom in and out regardless of the overall resolution), you'll have to pick the best resolution and then change it up as needed based on your workflow.