The tearaway German Bundesliga leaders put the Gunners to the sword at the Emirates Stadium with Toni Kroos, Thomas Muller and Mario Mandzukic among the goals and they only need to avoid a surprising defeat at home to move into the final eight of the competition which thrills Dutch winger Robben.
"At the moment we are at a very good level. We have a great squad. We improved again compared to last year and are moving in the right direction," he told Sky Sports.
"Tonight, we met a very big step into the quarter-finals but of course we still have a home game to play and we have to stay focus on our own game. We have to try and improve again.
"It wasn't just that we scored two goals but that we expected a very big start from Arsenal here with the fans behind them. I remember it from my time in England.
"We warned each other and that was the message between the players - we have to be there from the first minute because there will be a storm going here at The Emirates.
"I think we did very well. Of course, if you score two goals then you are in a great position."