It takes some practice, but it is able to be done on the guitar, one of the few Caprices that actually works quite nicely. In fact I think the original key of A minor works quite well.
I spent a year on it, had the whole thing memorized and up to tempo. The B section is the hard part (what comes after the repeat) a lot of people can get through the A section ( I have a handfull of 15 & 16 yr old students who can play the A section quite well), it's not that the B section is that much more difficult, it's just not as memorable sounding. I think most people after putting the time and effort to get the A section down are just to burned out on the peice to continue, musically it's just not as interesting as its counterpart. It does take a sort of tenacious quality to learn the whole peice (it's a lot of notes!).