Azure SQL Database provides Auditing and Threat detection to proactively protect it from malicious attacks.
Auditing tracks and records database events to an audit log in a given Azure Storage account. Auditing can help you to:
Maintain regulatory compliance
Understand database activity
Catch discrepancies or anomalies indicating a security violation
Auditing allows you to:
Define what database actions are to be audited
Find unusual activity or trends by using preconfigured reports and dashboards to understand and analyze the audit log
Auditing can be configured at the server-level and database-level. If auditing is configured at the server level, it'll automatically apply to all of the databases in the server. Auditing configured at the database will only apply to a particular database.
It's recommended to audit the server instead of auditing individual databases.