Aeroflot, bieng a member of SkyTeam alliance, now flies directly from Alicante (Spain) to Moscow…read more(Russia). They used to fly from Madrid, Barcelona and Malaga only. Not sure how regular this is going to be but tickets are now available on Skyscanner or directly on the company's website.
If you have choice - choose Aeroflot over other airlines on this route. It even makes sense to pay some extra. Not a low-cost, free 23 kg checkin baggage, great service on board.
Pay attention to where you are going to stay in Moscow when buying tickets - Aeroflot lands in Sheremetyevo airport (Moscow North, closer to the downtown). S7 flies to Domodedovo (Moscow South, farther from the downtown).
Flying back to Spain with S7 anyway to save some euros but Aeroflot remains the best option in terms of service.