Create a proximity placement group using the portal
To get VMs as close as possible, achieving the lowest possible latency, you should deploy them within a proximity placement group.
A proximity placement group is a logical grouping used to make sure that Azure compute resources are physically located close to each other. Proximity placement groups are useful for workloads where low latency is a requirement.
Create the proximity placement group
Type proximity placement group in the search.
Under Services in the search results, select Proximity placement groups.
In the Proximity placement groups page, select Add.
In the Basics tab, under Project details, make sure the correct subscription is selected.
In Resource group either select Create new to create a new group or select an existing resource group from the drop-down.
In Region select the location where you want the proximity placement group to be created.
In Proximity placement group name type a name and then select Review + create.
After validation passes, select Create to create the proximity placement group.
Create a VM
While creating a VM in the portal, go to the Advanced tab.
In the Proximity placement group selection, select the correct placement group.
When you are done making all of the other required selections, select Review + create.
After it passes validation, select Create to deploy the VM in the placement group.
You can also use the Azure PowerShell to create proximity placement groups.