A method of superimposing spatial auditory cues to an externally picked-up sound signal in a hearing instrument, comprising steps of: a) generating an external microphone signal by an external microphone arrangement (105, 205) placed in a sound field in response to impinging sound, b) transmitting the external microphone signal to a wireless receiver of a first hearing instrument via a first wireless communication link, c) generating a first hearing aid microphone signal (S L (t)) by a microphone arrangement (107, 207) of the first hearing instrument simultaneously with receiving the external microphone signal (S E (t)), wherein the first hearing instrument is placed in the sound field at, or in, a user's left or right ear, d) determining response characteristics of a first spatial synthesis filter by: cross-correlating the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) to determine a time delay between the signals, determining a level difference between the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) based on the cross-correlation of the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)), determining the response characteristics of the first spatial synthesis filter by multiplying a delta function at the determined time delay and the determined level difference, e) filtering, in the first hearing instrument, the received external microphone signal (S E (t)) by the first spatial synthesis filter to produce a first synthesized microphone signal (y L (t)) comprising first spatial auditory cues. a) generating an external microphone signal by an external microphone arrangement (105, 205) placed in a sound field in response to impinging sound, b) transmitting the external microphone signal to a wireless receiver of a first hearing instrument via a first wireless communication link, c) generating a first hearing aid microphone signal (S L (t)) by a microphone arrangement (107, 207) of the first hearing instrument simultaneously with receiving the external microphone signal (S E (t)), wherein the first hearing instrument is placed in the sound field at, or in, a user's left or right ear, d) determining response characteristics of a first spatial synthesis filter by: cross-correlating the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) to determine a time delay between the signals, determining a level difference between the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) based on the cross-correlation of the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)), determining the response characteristics of the first spatial synthesis filter by multiplying a delta function at the determined time delay and the determined level difference, cross-correlating the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) to determine a time delay between the signals, determining a level difference between the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)) based on the cross-correlation of the external microphone signal (S E (t)) and the first hearing aid microphone signal (S L (t)), determining the response characteristics of the first spatial synthesis filter by multiplying a delta function at the determined time delay and the determined level difference, e) filtering, in the first hearing instrument, the received external microphone signal (S E (t)) by the first spatial synthesis filter to produce a first synthesized microphone signal (y L (t)) comprising first spatial auditory cues.