It depends. If my current one is easy to read or interesting I will finish it before picking another one.
But some books are hard to read and digest, those are actually great reads but I'm not capable of understanding those easily. Those books might make you stop reading or makes it harder to do every day. So I keep another easier book in the parallels.
When you're bored with a hard book, pick an easy one until you're in the flow and can read anything now. For fiction books, I'll ping you on WhatsApp. :)