Stateful applications across more than one Availability Zone?

https://docs.aws.amazon.com/eks/latest/userguide/autoscaling.html

In the AWS EKS documentation on autoscaling (see above), there is a section titled "Use EBS volumes as persistent storage" which discusses building stateful applications in Kuberenetes. Specifically, there is the following statement: "For a better solution, consider building stateful applications that are sharded across more than one Availability Zone using a separate Amazon EBS volume for each Availability Zone." How do I do this - create a separate EBS volume for each availability zone?