Azure Firewall Sku’s is a stateful firewall service which has built in high availability to help protect your services and applications across subscriptions and VNETs
You can deploy Azure Firewall on any virtual network, but customers typically deploy it on a central virtual network and peer other virtual networks to it in a hub-and-spoke mode.
Take a look at this video to know more about the Azure Firewall.
Regards
Sathish

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