Executing high volume inserts with threads

Data Tier:

    class DataAccessLayer
    {
        public SqlConnection conn;
        public SqlCommand cmd;
        public int bidPrice;
        public int askPrice;
        public int lastPrice;

        public DataAccessLayer()
        {
            conn = new SqlConnection("Server = localhost; Database = testdb; uid = root; pwd = password; port = 0000;");
            cmd = new SqlCommand();
            try
            {
                conn.Open();
                cmd.Connection = conn;
            }
            catch
            {
                throw new Exception("Connection Error...");
            }
        }

        public void DataManipulation(object str)
        {
            string s = (string)str;
            List<string> data = new List<string>(s.Split(','));
            bidPrice = int.Parse(data[0]);
            askPrice = int.Parse(data[1]);
            lastPrice = int.Parse(data[2]);
        }

        public void Insert()
        {
            lock (this)
            {
                try
                {
                    cmd.CommandText = string.Format("INSERT INTO test_tbl VALUES (NULL,{0},{1},{2});", bidPrice, askPrice, lastPrice);
                    cmd.ExecuteNonQuery();
                }
                catch (SqlException ex)
                {
                    throw ex;
                }
            }
        }

        public void Update()
        {
            lock (this)
            {
                try
                {
                    cmd.CommandText = string.Format("INSERT INTO test_tbl2 VALUES (NULL,{0},{1},{2});", bidPrice, askPrice, lastPrice);
                    cmd.ExecuteNonQuery();
                }
                catch (SqlException ex)
                {
                    throw ex;
                }
            }
        }
    }

public partial class Form1 : Form
    {
        DataAccessLayer dataAccess;
        Thread updateThread;
        Thread insertThread;
        Thread dataThread;
        string dataString;

        public Form1()
        {
            InitializeComponent();
        }
        private void Form1_Load(object sender, EventArgs e)
        {
            try
            {
                dataAccess = new DataAccessLayer();
            }
            catch(Exception ex)
            {
                MessageBox.Show(ex.Message);
            }
        }
        private void onQuote()
        {
            while (true)
            {
                Random rnd = new Random();
                int bid = rnd.Next(10);
                int ask = rnd.Next(10);
                int last = rnd.Next(10);
                dataString = string.Format("{0},{1},{2}", bid, ask, last);
                updateThread = new Thread(new ThreadStart(dataAccess.Update));
                insertThread = new Thread(new ThreadStart(dataAccess.Insert));
                dataThread = new Thread(new ParameterizedThreadStart(dataAccess.DataManipulation));
                dataThread.Priority = ThreadPriority.AboveNormal;
                dataThread.Start(dataString);
                insertThread.Start();
                updateThread.Start();
            }
        }
        private void btnStart_Click(object sender, EventArgs e)
        {
            onQuote();
        }
    }