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

Forgive me if I get something wrong here, I'm extrapolating from my knowledge of C++. For example, if you take ActivCode[0] of an empty string, in C++ you get a character whose value is zero.

Create a two dimensional array which you initialize once; the first dimension is the length of the code, the second is a character value. Populate with the enumeration value you'd like to return. Now your entire function becomes:

public static MarketDataExchange GetMarketDataExchange(string ActivCode) {
    return LookupTable[ActivCode.Length][ActivCode[0]];
}

Lucky for you all the two-character codes are unique in the first letter compared to the other two-character codes.