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Perhaps this helps:
/t5/Xperia-Z2/Max-supportes-SDcard-Specs/m-p/1094149/highlight/true#M36571
I have a Samsung Pro+ 32GB.
The write speed of this SD is like 90MB/s-95MB/s, but this is what I'm getting with the Z5 Compact:
Max sequential write speed achieved with a benchmark app: 37MB/s
Max sequential write speed achieved with USB and MTP protocol: 20MB/s.
So I don't think you need to buy a very expensive card. something that can reach 40-50MB/s will be almost the same.