A secret question asked by a bank would be a strong hint for me to take my money elsewhere. They definitely should be using one-time keys from a paper slip or some similar third factor.
It's not a bother since it's a 5 minute walk but I imagine that it would be hard for anyone other than me to actually do this, they'd have to show up there and convince the people there they are actually me (and some of these people now me personally)
I'd say that this would be the optimum in security.
These days they provide apps for phones where when you make a payment you have to open the bank app and enter your PIN to confirm the payment. Same for logging in to online banking (for which there are mobile apps as well).
Also, when making a debit/credit card payment online, you also have to confirm it with one of the aforementioned methods. You can't do anything with just the card details.
I can't believe some banks around the world use plain old passwords only...
If a bank doesn't offer something like that, but still happily does online banking, I'd take my money... anywhere else, even a mattress or the sugar jar.