CLR Shared Memory, C# DLL load

How to share memory between CLR calls to the same C# dll? Is there some way
to know in the C# dll when the dll is loaded? Is the dll reloaded each tiem
a method is called from SQL Server or is the DLL loaded once when the C# dll
is added to sql server with CREATE ASSEMBLY?

I wold like to be able to share memory accross calls to methods on the same
C# dll is why. e.g. a Shared ArrayList or a shared Hashtable.