XBee dropping packets and actual data rate lower than expected

I am transmitting continuously at 9600 bps using the default configurations for both my XBees XB24-B. The communication is one way only, the transmitter is connected to the ATMega328 UART and the receiver is connected to the PC via USB (FTDI). Here is the actual data rate for a given program:

Wired connection (no XBee) : 7694 bps
from the ZNET 2.5 Router/End Device AT to ZNET 2.5 Coordinator AT: 6800 bps (some lost packets)
from the ZNET 2.5 Coordinator AT to ZNET 2.5 Router/End Device AT: 0356 bps (many lost packets)
from the Zigbee Router/End Device AT to Zigbee Coordinator AT : 0000 bps (doesn’t work)
from the Zigbee Coordinator AT to Zigbee Router/End Device AT : 0328 bps (many lost packets)
Why is that? Is there anything I can do to improve these rates?

Edit For higher baud rates (115200) I get even worse packet drop rates:

Wired connection (no XBee) : 94200 bps
using XBee XB24-B ZNet 2.5 : 27900 bps