|MadSci Network: Astronomy|
Color due to atmospheric refraction should be the same in both directions. But there can be local effects that can influence the relative colors of the sunrise and sunset.
Perhaps the most well-known is the atmospheric pressure; a high pressure region tends to be more conducive to dust in the air while low pressure regions tend to have less (washed out by rain). So if there is a consistent low pressure region to the east and high pressure to the west, this might account for some difference. (Aside: this is the source of the old saying "Red in the morning, sailor take warning. Red at night, sailor's delight." More red means more haze to the east (morning) which in turn means high pressure to the east, and since low pressure often follows high pressure west to east, the chance for a storm at sea at the observing sailor's location is increased.). It is possible that the deserts east of your location create a thermal low and there is relatively high pressure to your west over the Mediterranean; check with your local weather forecasters to see if this is true. Is this asymmetry of sunrise/sunset color seasonal? (I'd expect less of it in the wintertime when the thermal low is much weaker or absent).
If there are large amounts of pollution (a large part of Europe...) to your west, it may be providing enough particulates and sulfur dioxide droplets to color your sunsets. There is also some level of salt particulates over ocean bodies. Immediate local pollution (e.g. large forest fires) can add a lot of color to either or both sunrise and sunset, depending on the local wind directions.
Try the links in the MadSci Library for more information on Astronomy.