The address book of your domain is not signed. In theory someone could send visitors to a forged address.
DNSSEC signs the DNS records of your domain, so a resolver can tell a real answer from a fake one. For most domains it is free at the registrar, and it protects both your site and your mail.
This is part of the security check, a separate check next to the crawl, in Studio and Bureau, and only on a site you have verified. Snaglist only looks at what any visitor can see from outside. It never logs in, guesses no passwords and sends no attacks. It asks the DNS of the domain through Quad9 in Switzerland whether the answers are signed.
In the report for your client this appears under the heading "Your domain's address book is not signed". When everything is in order, the report says: "The domain is signed with DNSSEC".
Snaglist checks every page of your site, for this issue and all the others. Start for free, no credit card needed.
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