Did you purchase this new or used? What model router do you have?

Yes the device was new in its original packaging and sealed. The router is a widely used cable router from AVM. I have also connected the Soundbar directly via Ethernet to enable a possible firmware update. 
 

Try performing a reset of the Ray again following the steps in this article:

https://support.sonos.com/en-us/article/reset-your-sonos-product#
 

After the Ray has been successfully reset and the LED is blinking green, redo the setup process in the Sonos app while the Ray is temporarily connected to the router with an ethernet cable.

I have tried to reset the device several times using the following procedure: pull out the plug, press the infinity button, insert the plug, keep the button pressed and wait until the device signals the reset. 

after waiting for 5 minutes while keeping the button pressed, the device only flashes in white. 

I would return the Ray and get a replacement.

Thank you very much for your support and help. I will return the device. I was also surprised by the many small scratches on the surface of the device. The quality control department must not have done such a good job. 

You may well have been sold a re-boxed, previously sold unit.

New Sonos are rarely shipped damaged.

Where did you buy it?

Everything has been cleared up. The device really was defective. The dealer is a listed Sonos dealer and immediately sent me a new device that worked straight away. Many thanks to the community for their sympathy and kind help. 

Max from snowy Germany