It is a single instrument called Lute-harpsichord or Lautenwerk. Bach had two and apparently loved playing them. The main difference is that its strings are not metal but gut, which makes the lovely soft sound.
Unfortunately, I've never seen one yet but would love to have a Laurenwerk one day. However, I do have "lute stops" on all the harpsichords I play - a switch you throw which makes the harpsichord sound similar to a Lautenwerk. However, that is achieved by plucking the strings closer to the end, so the sound dies very quickly, which is not great for Fugues, where contrapuntal music is played by holding down certain keys and making their sound persist.