Entity Framework 7 In Memory Database - Unit Testing using xUnit

I'm using EF7 with In-Memory database and xUnit for repository testing. I'd like to know if it's a good practice initializing the database in this manner for reuse it in every test method, specifically through the Initialize() method:

private Context _context;
private BrandsRepository _repository;
private void Initialize()
{
    var db = new DbContextOptionsBuilder();
    db.UseInMemoryDatabase();
    _context = new Context(db.Options);
    _repository = new BrandsRepository(_context);

    _context.Database.EnsureDeleted();
    _context.Database.EnsureCreated();
}

[Fact]
public void Retrieve_Brands()
{
    // Arrange
    Initialize();
    var brands = new List<Brand>()
    {
        new Brand() { Name = "First" },
        new Brand() { Name = "Second" },
        new Brand() { Name = "Third" }
    };
    _context.Brands.AddRange(brands);
    _context.SaveChanges();

    // Act
    var retrievedBrands = _repository.GetAll();

    // Assert
    Assert.Equal(retrievedBrands, brands);
}

[Fact]
public void Add_a_Brand()
{
    // Arrange
    Initialize();
    var brand = new Brand() { Name = "First" };

    // Act
    _repository.Add(brand);

    // Assert
    Assert.Equal(_context.Brands.First(), brand );
}