I there any setup or config option for keeping only the last system backup file in the backup directory? Because I have a very small disk quota. Or can I do it only manually? Sorry for stupid question. 
There’s no such option at the moment. You need to manually delete backups via FTP or shell, or (better) store them locally once the backup is created.
Thanks for the answer flaviocopes. Unfortunately it’s a cheap shared hosting so I do not have a shell access. But I solved the problem with a cron job. This job runs once a day, finds the .zip files in the backup folder and delete them.