Explanation

Amazon Elastic Block Store (Amazon EBS) is the correct choice because:

• EBS volumes can be attached to EC2 instances and provide persistent block storage
• EBS snapshots can be shared across Availability Zones and regions
• Multiple EC2 instances can access the same data through EBS snapshots or by creating volumes from snapshots in different Availability Zones
• EBS provides durable storage that persists independently from the life of an EC2 instance

Why other options are incorrect:

• AWS Direct Connect: This is for establishing dedicated network connections from on-premises to AWS, not for sharing data between EC2 instances
• AWS Database Migration Service (AWS DMS): This is for migrating databases between sources, not for general data sharing between EC2 instances
• Amazon FSx for Windows File Server: This is specifically for Windows file shares and is not the most general-purpose solution for reading data from multiple EC2 instances across Availability Zones

EBS is the most appropriate service for this use case as it provides block-level storage that can be accessed by EC2 instances and shared across Availability Zones through snapshots.