Market makers play an important role in the rapid development of stock index options markets． How does China's Financial Futures Exchange incentivize market makers to provide liquidity for stock index options? A laboratory experiment is conducted to analyze how different bid-ask spread limits affect the bid-ask spread，trading volume and profit of market makers． When bid-ask spread limits are made less restrictive and the time to option expiration is longer，bid-ask spread is wider． After controlling for bid-ask spread limits，the bid-ask spread of market makers who are risk preferring is wider． In addition，when bid-ask spread limits are made less restrictive，the trading volume of market makers is larger，the trading profit of market makers is less，and the volatilities of both trading volume and profits of market makers are higher． The risk attitude of market makers has no significant effect on the trading volume and profits of market makers． Therefore，regulators should choose some suitable institutional investors to undertake the obligations of marker makers who are quoting two-way prices to market participants in stock index options market; appropriate and timely adjustment is essential for bid-ask spread limits and thereby encourages market makers to maintain competitive quotes． All of these help to improve price discovery and liquidity in stock index options markets．