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How do they work?
This information is stored in rotating magnetic disks in case of HDDs. Whenever it is to be retrieved or read, a 'head' is used. Each magnetic disk has its own head, and the head is moved from the outside of the disk to inside by a slider whenever some data is to be retrieved. Now the head can only be in one place at any one time, and it takes time to move that head from one location to another. Even if it's only a 1mm away, it will still take a few milliseconds to move the head for data to be accessed, and hence the delay in response.
SSDs on the other hand are flash storage devices that do not contain any moving parts, hence the name 'solid state'. The use of non-volatile storage technology means that there is no 'mechanical' movement every time data needs to be accessed, and hence SSDs are as much as 100 times faster than HDD when it comes to response time.
