I\'m creating my documentation with Sphinx on ReadTheDocs, using their theme. The build process generates a genindex.html file, which can be referenced with:
        As far as no one posts a better solution, I'll write down my workaround as a working solution.
Sphinx creates the index as a denindex.html in the build root directory. It can't be referenced in a toctree directive, because this directive references ReST files. So how to solve it? 
So let's create a genindex.rst file and reference it from a toctree directive. This also creates a genindex.html in the build root directory. All links are created as expected. The genindex.html file needs to define a headline like "Index", which is used as a link title in the navigation bar.
After writing all HTML files from ReST files, Sphinx generates its index and overwrites genindex.html.
Source files:
Source file index.rst:
.. toctree::
   :caption: Introduction
   chapter1
   chapter2
.. toctree::
   :caption: Main Documentation
   chapter3
   chapter4
.. toctree::
   :caption: Appendix
   genindex
Source files genindex.rst:
.. This file is a placeholder and will be replaced
Index
#####
Navigation Bar Screenshot: