A humanoid interphase created by the data intigration thought entity, whose responsibility involves the monitoring of Haruhi and the investigation of the events three years prior to the present story. Other than supervising Haruhi Suzumiya, the sole purpose for her existance is simply to communicate with organic life forms (humans)
She possesses the ability to manipulate the surrounding environment as she sees fit and rarely speaks, choosing her books over idle conversation nine times out of ten.

Yuki also stars in the unofficial spin-off manga "The Disappearance of Nagato Yuki chan". Her appearance in this manga is based on the alternate Yuki from "The Disappearance of Haruhi Suzumiya".

Source: Wikipedia + wikia