Azure Availability Zones support for Service Bus Premium provides an industry-leading, financially-backed SLA with fault-isolated locations within an Azure region, providing redundant power, cooling, and networking. This preview begins with Central US, East US 2, and France Central.
This feature adds even more resiliency and fault tolerance capabilities to organizations in Finance, Healthcare, Retail, or other verticals that handle sensitive mission-critical data and transactions that simply cannot be lost or significantly impacted when using cloud messaging services.

Read about it in the Azure blog.