I don’t understand what an index is or does in SQLite. (NOT SQL) I think it allows for sorting in acending and decending order and access to data quicker. But I’m just guessing here.
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Why not SQL? The answer is the same, though the internal details will differ between implementations.
Putting an index on a column tells the database engine to build, unsurprisingly, an index that allows it to quickly locate rows when you search for certain values in a column, without having to scan every row in the table.
A simple (and probably suboptimal) index might be built with an ordinary binary search tree.