Thanks for your answer GilaMonster!

I am afraid I can tell you no details, but I think this isn't necessary. The index was built just before the tests on Saturday and no new data was inserted during the tests, so the index was up to date.

I built it close to the statement the report uses. I took all the attributes from the where clause and made them the columns for the index. I also took the queried values and added them as additional attributes. So the query could take all data from the (non clustered) index.

I think it was proven that the index works, because the statement speed up in the management studio as expected. I also took a look in the execution plan the management studio displayed and I saw that the index was used as expected.

I am just wondering why the reporting services need much more time to read the data. What do you mean with parameter sniffing? I do not use a stored procedure in the report, it is a plain SELECT statement.

Thanks