How would you make this switch statement as fast as possible?

Question

2009-12-04 UPDATE: For profiling results on a number of the suggestions posted here, see below!

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The Question

Consider the following very

Answer 1

1. Avoid all string comparisons.
2. Avoid looking at more than a single character (ever)
3. Avoid if-else since I want the compiler to be able optimize the best it can
4. Try to get the result in a single switch jump

code:

public static MarketDataExchange GetMarketDataExchange(string ActivCode) {
    if (ActivCode == null) return MarketDataExchange.NONE;
    int length = ActivCode.Length;
    if (length == 0) return MarketDataExchange.NBBO;

    switch (ActivCode[0]) {
        case 'A': return MarketDataExchange.AMEX;
        case 'B': return (length == 2) ? MarketDataExchange.BATS : MarketDataExchange.BSE;
        case 'C': return MarketDataExchange.NSE;
        case 'M': return MarketDataExchange.CHX;
        case 'N': return MarketDataExchange.NYSE;
        case 'P': return MarketDataExchange.ARCA;
        case 'Q': return (length == 2) ? MarketDataExchange.NASDAQ_ADF : MarketDataExchange.NASDAQ;
        case 'W': return MarketDataExchange.CBOE;
        case 'X': return MarketDataExchange.PHLX;
        case 'Y': return MarketDataExchange.DIRECTEDGE;
        default:  return MarketDataExchange.NONE;
    }
}