We investigate the segregation of a dense binary mixture of granular particles that only differ in their restitution coefficient. The mixture is vertically vibrated in the presence of gravity. We find a partial segregation of the species, where most dissipative particles submerge in the less dissipative ones. The segregation occurs even if one type of the particles is elastic. In order to have a complete description of the system, we study the structure of the fluid at microscopic scale (few particle diameters). The density and temperature pair distribution functions show strong enhancements with respect to the equilibrium ones at the same density. In particular, there is an increase in the probability that the more inelastic particles group together in pairs (microsegregation). Microscopically the segregation is buoyancy driven, by the appearance of a dense and cold region around the more inelastic particles.