We share two data sets ready to read in CVS and STATA. The first one (panel_gas.cvs / panel_gas.dta) is an incomplete panel data that contains information of daily prices of gas stations located in Spain (labelled by the variable gid) with 1,888,507 observations. Gas stations that do not sell to the public, and those located in Canary and Balearic Islands are not included. The data include information about retail prices, pre-tax retail prices, day, month and year of the data extraction. It also includes Brent prices, and the brand of the gas station. The second file (geocoordinates.cvs / geocoordinates.dta) includes a cross section with the 8,080 gas stations that provides information of the brand, the longitude and latitude coordinates for the gas station and the geocoordinatates of the Spanish refineries. Data was daily extracted from the web site of Spanish Ministry of Industry, Energy and Tourism: http://geoportalgasolineras.es The data base can be used for analyzing firms pricing behavior focusing, for example, on asymmetric pricing, cartels or vertical integration, among other topics.