Zener diode BZX55C3V3 does not behave as Zener diode

I have bought a couple of BZX55C3V3 diodes to protect the ADC inputs of the microconroller but I noticed they all behave strange (and each one in a different way). This is a ST 3V3 diode (http://www-3.unipv.it/lde/strumentazione_componentistica/datasheet/ZenerBZX55C33.pdf).

The test connection is simple: Vcc -> 1kOhm resistor -> cathode -|<|- anode -> GND.

I measure the voltage drop (Vd) on the diode and it is the following:

Vcc Vd
1V  1.00V
2V  2.00V
3V  2.55V
4V  2.85V
5V  3.05V

6V  3.20V
7V  3.30V
8V  3.40V
9V  3.45V
....
15V 3.70V
...
20V 3.85V
...
30V 4.00V

When it is positively polarized (anode +, cathode -) the voltage drop is more less 0.65-0.8V (between 1V and 30V), which looks ok.

What might be wrong with these diodes? The problem is that in my local shop the only 3V3 Zener diodes are exacly BZX55C3V3 and I have no idea whether this specific model is that poor or maybe all my diodes come from a failed batch.