SQL Server Indexing Performance in Unique/Duplicate column
The more unique the key is, the more you filter the data. 
For example if you had an index on a field with only 2 unique values such as gender, the index would only split the search space in half or the number of records / 2.

Choosing to index a field with a greater amount of unique records (cardinality) will divide the search space further until you reach a unique key where every key maps to one record, which is the most efficient index.