Not natively. One option is to use third-party products, such as https://www.varonis.com/coverage/azure-files
Alternatively, you can develop your own solution by digging through the logs by following https://learn.microsoft.com/en-us/azure/storage/files/storage-files-monitoring
If the above response helps answer your question, remember to "Accept Answer" so that others in the community facing similar issues can easily find the solution. Your contribution is highly appreciated.
hth
Marcin