I do not know if there is a "best option".
Split database:
Pros
All stored in a single location.
You do not need to do "hints" to log into the bank.
Easy backup - single file
You do not have to worry about updating the structure of tables, fields, etc. in multiple banks.
Cons
Every query, you will be interested in doing one filter per client
Data open to other customers
Concern to always build quick queries, because some clients may have few records, others may have millions ...
Exponential growth of the base
Create one for each
Pros
Data from each "protected" client and its base
When the client wants to disconnect, sending the data will be faster
Database with size (MB) according to customer data
Custom base as needed
Querys without worrying about another filter
Cons
Time-consuming backup - nothing that can not be automated
Data loss can be a problem
Changes to DML can take a long time, since it has to do bank to bank.
Anyway, I think you have to study what you think is best for your application. Unfortunately in something you will lose, this will be almost inevitable, only choose the side.
I hope I have helped