Zeev, I saw an earlier post of yours, mentioning the Q's, have you ever considered the TLT (I Shares Lehman 20 year Bond Index)?
This Exchange Traded Fund really moves intra-day, as it tracks the Bond market, which is allways going somewhere, up and down.
The only exception are those rare days when the Bond market is closed but the stock market, is open (like Columbus Day, in October) then the TLT hardly moves at all.
You might want to take a look at it sometime, it averages over 1,000,000 shares traded, daily, certainly more than HAUP.
Cheers, Jim