No, you can set a different price in each country your listing is online.
Note that the price isn't the only field that can be different from one country to another.
The mandatory fields that can be different in each country are:
- the comment (as it needs to be translated)
- the selling price
- the warranty delay
- the shipping method
The quantity would remain the same for all countries though. For instance: it is not possible to have a quantity of 2 in Spain and 0 in France for the same listing/SKU.