Hi Bill,
Sorry this took a few days. I've been away.
Here are two pin vises that are the subject of discussion. Both are steel and both have swivel fittings on the end.
The one on the left is the split chuck type, the one on the right an open collet.
That's the one I use.
Here's my drill set, or what's left of it. Time to order more. Notice that the bits all have the same size shank, which is a firm fit into the vise collet and it only takes a little twist to lock it in.