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

With a valid input could use

if (ActivCode.Length == 0)
    return MarketDataExchange.NBBO;

if (ActivCode.Length == 1)
    return (MarketDataExchange) (ActivCode[0]);

return (MarketDataExchange) (ActivCode[0] | ActivCode[1] << 8);