This is the answer. You can get corundum (sapphire/ruby) in pretty much any colour you want in a lab for fairly cheap, and it is among the most durable gemstones so is great for bands.

It would likely be pretty impractical to get a solid band of crystal with a good looking gradient, though it could be done. The main issue would be the durability of a solid band without it being incredibly thick. The nicest option would likely be an eternity band made out of individual stones that are each a slightly different colour, which will give a gradient effect.