Since the query consumes about 30 seconds when executes in the SSMS, the 40000 m millisecond in the TimeDataRetrieval column of the ExecutionLog view should be in the normal range. The issue seems to be more related to the processing time of the report.
You can refer to the following document to improve the report processing performance: http://msdn.microsoft.com/en-us/library/bb522806(v=sql.105).aspx#Process
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what I would like to understand is if this difference is a normal thing or we can configure it somehow for better response times via web browser. Becuase there is difference 55 seconds when execuitng it directly (SSMS or also in VS.NET 2008) comparing
to execution via web browser. It seems to me quite big difference and I would like to know if I missed any configuration setting or what can be done to minimise the difference in execution times.
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