Web Proxy CPU Hog

When setting up a transparent web proxy on a Mikrotik it seems to be an incredible CPU hog. Its on a dual core 2ghz box serving about 900 users and average 24mbps downstream. In past have used Squid and it sparsely uses the CPU. Has anyone else noticed this?

Is the webproxy multi-threaded or does it only use one CPU? Just wandering if upgrading from dual core to quad core would help? Is there a way in Mikrotik to tell CPU load on per core basis?