Azure SQL Database Premium tier supports multiple redundant replicas for each database that are automatically provisioned in the same datacenter within a region. This design leverages the SQL Server AlwaysON technology and provides resilience to server failures with 99.99% availability SLA and RPO=0. With the introduction of Azure Availability Zones, we are happy to announce that the SQL Database now offers built-in support of the Availability Zones in its Premium service tier. By placing the individual database replicas to different availability zones, it makes the Premium databases resilient to the much larger set of failures, including catastrophic datacenter outages. The built-in support of Availability Zones further enhances the High Availability (HA) solutions in Azure SQL Database. For more information see High-availability and Azure SQL Database.
To take advantage of this capability, you simply select the zone redundant option during the database or elastic pool creation. You can also enable it for existing databases or pools. If the availability zones are supported in the region where your database or pool is deployed, Azure SQL will automatically reconfigure it without any downtime.
Read more about it in the Azure blog.