Is the 2% still a recent number? I'm seeing arbitrage options which open but seem to take too long too close. e.g. currently there is a diff. between bitfinex and bitstamp for days of 0.9%. This means in return that while you keep it open you also pay interest on the short position of approx. 0.01% / day which can diminish your opportunity if the close takes too long.
What I also don't quite understand, why this gap seems to be so persistent, sure the gap is too small to be closed by a regular arbitrage trader with the normal fees but there should be still buyers/seller who buy/sell btc for the purpose of speculation.
https://www.weforum.org/agenda/2016/04/why-bitcoin-exchanges-arent-as-straightforward-as-they-seem