How do I set up a depth buffer in SharpDX?

I draw some instanced cubes, but when i rotate the camera (or the world) some cubes that should be behind other cubes are drawn before the cubes.

I already had this issue a long time before and i remembered that is was because the depth buffer.

I don't know how to set up a depth buffer in SharpDX.

My current trial:

DepthStencilView depthStencilView;

Init

var zBufferTextureDescription = new Texture2DDescription
        {
            Format = Format.D16_UNorm,
            ArraySize = 1,
            MipLevels = 1,
            Width = this.RenderWindow.ClientSize.Width,
            Height = this.RenderWindow.ClientSize.Height,
            SampleDescription = new SampleDescription(1, 0),
            Usage = ResourceUsage.Default,
            BindFlags = BindFlags.DepthStencil,
            CpuAccessFlags = CpuAccessFlags.None,
            OptionFlags = ResourceOptionFlags.None
        };
using (var zBufferTexture = new Texture2D(Device, zBufferTextureDescription))
  depthStencilView = new DepthStencilView(Device, zBufferTexture);

DeviceContext.OutputMerger.SetTargets(depthStencilView, RenderTargetView);

Draw

//ClearRenderTargetView
DeviceContext.ClearDepthStencilView(depthStencilView, DepthStencilClearFlags.Depth, 1f, 0);
//DrawInstanced(...);

My question: what steps do i have to do, to set up a depth buffer correctly?

(I don't use SharpDX.Toolkit)